UBS Call 30 FME 21.06.2024
/ CH1302948273
UBS Call 30 FME 21.06.2024/ CH1302948273 /
| 2024-05-17 9:22:51 AM |
Chg.-0.110 |
Bid9:40:31 AM |
Ask9:38:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-9.57% |
-
Bid Size: - |
-
Ask Size: - |
FRESEN.MED.CARE KGAA... |
30.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL9EU7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESEN.MED.CARE KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.92 |
| Time value: |
0.15 |
| Break-even: |
40.70 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
3.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
+55.22% |
| YTD |
|
|
+6.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.180 |
0.730 |
| 6M High / 6M Low: |
1.180 |
0.540 |
| High (YTD): |
2024-05-15 |
1.180 |
| Low (YTD): |
2024-04-05 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.826 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.57% |
| Volatility 6M: |
|
150.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
