UBS Call 27 FRE 17.06.2024
/ CH1215597654
UBS Call 27 FRE 17.06.2024/ CH1215597654 /
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: |
|
- |