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UBS Call 27 FRE 17.06.2024/  CH1215597654  /

EUWAX
2024-04-30  9:11:45 AM Chg.+0.020 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.164EUR +13.89% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 27.00 - 2024-06-17 Call
 

Master data

WKN: UK8SH8
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.28
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.10
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.10
Time value: 0.09
Break-even: 28.83
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 5.78%
Delta: 0.66
Theta: -0.01
Omega: 10.14
Rho: 0.02
 

Quote data

Open: 0.164
High: 0.164
Low: 0.164
Previous Close: 0.144
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.69%
1 Month  
+215.38%
3 Months  
+21.48%
YTD
  -48.75%
1 Year
  -45.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.164 0.135
1M High / 1M Low: 0.177 0.041
6M High / 6M Low: 0.410 0.041
High (YTD): 2024-01-04 0.370
Low (YTD): 2024-04-04 0.041
52W High: 2023-09-21 0.570
52W Low: 2024-04-04 0.041
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   376.62%
Volatility 6M:   219.08%
Volatility 1Y:   186.80%
Volatility 3Y:   -