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UBS Call 23 FRE 17.06.2024/  CH1213888915  /

Frankfurt Zert./UBS
5/17/2024  9:27:08 AM Chg.-0.030 Bid9:39:02 AM Ask9:36:01 AM Underlying Strike price Expiration date Option type
0.530EUR -5.36% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 23.00 - 6/17/2024 Call
 

Master data

WKN: UK78X7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.49
Implied volatility: 0.54
Historic volatility: 0.24
Parity: 0.49
Time value: 0.03
Break-even: 28.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.91
Theta: -0.01
Omega: 4.90
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.550
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month  
+26.19%
3 Months  
+20.45%
YTD
  -13.11%
1 Year
  -20.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.530
1M High / 1M Low: 0.580 0.420
6M High / 6M Low: 0.720 0.228
High (YTD): 1/5/2024 0.680
Low (YTD): 4/2/2024 0.228
52W High: 9/20/2023 0.900
52W Low: 4/2/2024 0.228
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   0.524
Avg. volume 1Y:   0.000
Volatility 1M:   80.63%
Volatility 6M:   115.86%
Volatility 1Y:   111.63%
Volatility 3Y:   -