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UBS Call 32 FRE 17.06.2024/  CH1244009853  /

Frankfurt Zert./UBS
5/16/2024  7:36:09 PM Chg.-0.003 Bid9:52:13 PM Ask9:52:13 PM Underlying Strike price Expiration date Option type
0.001EUR -75.00% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 32.00 - 6/17/2024 Call
 

Master data

WKN: UL2TCB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 6/17/2024
Issue date: 1/20/2023
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.24
Parity: -0.33
Time value: 0.10
Break-even: 33.00
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 3.88
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: 0.32
Theta: -0.03
Omega: 9.15
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.003
Low: 0.001
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -75.00%
3 Months
  -96.00%
YTD
  -98.92%
1 Year
  -99.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.014 0.002
6M High / 6M Low: 0.156 0.001
High (YTD): 1/4/2024 0.124
Low (YTD): 4/15/2024 0.001
52W High: 9/21/2023 0.260
52W Low: 4/15/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   779.42%
Volatility 6M:   1,660.41%
Volatility 1Y:   1,178.02%
Volatility 3Y:   -