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UBS Put 29.5 FRE 20.12.2024/  DE000UL6ZPU0  /

UBS Investment Bank
10/10/2024  12:04:24 PM Chg.+0.010 Bid12:04:24 PM Ask12:04:24 PM Underlying Strike price Expiration date Option type
0.184EUR +5.75% 0.184
Bid Size: 10,000		 0.194
Ask Size: 10,000		 FRESENIUS SE+CO.KGAA... 29.50 - 12/20/2024 Put
 

Master data

WKN: UL6ZPU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 29.50 -
Maturity: 12/20/2024
Issue date: 9/25/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -167.55
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -4.68
Time value: 0.20
Break-even: 29.30
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 0.99
Spread abs.: 0.03
Spread %: 17.24%
Delta: -0.10
Theta: 0.00
Omega: -16.24
Rho: -0.01
 

Quote data

Open: 0.174
High: 0.188
Low: 0.174
Previous Close: 0.174
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.66%
1 Month
  -5.64%
3 Months
  -50.27%
YTD
  -52.82%
1 Year
  -55.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.192 0.174
1M High / 1M Low: 0.204 0.174
6M High / 6M Low: 0.490 0.174
High (YTD): 4/3/2024 0.510
Low (YTD): 10/9/2024 0.174
52W High: 4/3/2024 0.510
52W Low: 10/9/2024 0.174
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.378
Avg. volume 1Y:   0.000
Volatility 1M:   79.52%
Volatility 6M:   70.73%
Volatility 1Y:   59.39%
Volatility 3Y:   -