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UBS Call 28 FRE 17.06.2024/  CH1234555865  /

Frankfurt Zert./UBS
5/16/2024  7:40:29 PM Chg.-0.016 Bid9:52:13 PM Ask9:52:13 PM Underlying Strike price Expiration date Option type
0.106EUR -13.11% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 28.00 - 6/17/2024 Call
 

Master data

WKN: UK9M3K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 6/17/2024
Issue date: 12/2/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.43
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.07
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.07
Time value: 0.06
Break-even: 29.34
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 8.06%
Delta: 0.66
Theta: -0.01
Omega: 14.13
Rho: 0.02
 

Quote data

Open: 0.113
High: 0.120
Low: 0.104
Previous Close: 0.122
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -17.19%
1 Month  
+60.61%
3 Months
  -9.40%
YTD
  -57.60%
1 Year
  -68.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.128 0.106
1M High / 1M Low: 0.131 0.063
6M High / 6M Low: 0.350 0.004
High (YTD): 1/4/2024 0.310
Low (YTD): 4/4/2024 0.004
52W High: 9/20/2023 0.500
52W Low: 4/4/2024 0.004
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   983.871
Avg. price 1Y:   0.216
Avg. volume 1Y:   476.563
Volatility 1M:   250.33%
Volatility 6M:   1,019.73%
Volatility 1Y:   724.76%
Volatility 3Y:   -