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UBS Call 30 FRE 17.06.2024/  CH1234555881  /

UBS Investment Bank
2024-06-07  3:46:24 PM Chg.-0.005 Bid3:46:24 PM Ask- Underlying Strike price Expiration date Option type
0.058EUR -7.94% 0.058
Bid Size: 50,000		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 30.00 - 2024-06-17 Call
 

Master data

WKN: UK9BV0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.44
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.04
Implied volatility: 0.21
Historic volatility: 0.24
Parity: 0.04
Time value: 0.03
Break-even: 30.64
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.40
Spread abs.: 0.00
Spread %: 1.59%
Delta: 0.65
Theta: -0.02
Omega: 30.94
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.075
Low: 0.043
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+190.00%
1 Month  
+16.00%
3 Months  
+65.71%
YTD
  -63.29%
1 Year
  -69.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.012
1M High / 1M Low: 0.063 0.001
6M High / 6M Low: 0.206 0.001
High (YTD): 2024-01-04 0.199
Low (YTD): 2024-05-22 0.001
52W High: 2023-09-21 0.360
52W Low: 2024-05-22 0.001
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   2,493.82%
Volatility 6M:   1,485.97%
Volatility 1Y:   1,058.68%
Volatility 3Y:   -