OverviewChartNewsTraderScreen

UBS Call 23 FRE 17.06.2024/  CH1213888915  /

Frankfurt Zert./UBS
2024-05-08  12:06:14 PM Chg.+0.020 Bid2:38:11 PM Ask2:38:11 PM Underlying Strike price Expiration date Option type
0.550EUR +3.77% 0.540
Bid Size: 50,000		 0.550
Ask Size: 50,000		 FRESENIUS SE+CO.KGAA... 23.00 - 2024-06-17 Call
 

Master data

WKN: UK78X7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.51
Implied volatility: 0.47
Historic volatility: 0.26
Parity: 0.51
Time value: 0.03
Break-even: 28.40
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.92
Theta: -0.01
Omega: 4.79
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+71.88%
3 Months  
+61.76%
YTD
  -9.84%
1 Year  
+25.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.530 0.280
6M High / 6M Low: 0.720 0.228
High (YTD): 2024-01-05 0.680
Low (YTD): 2024-04-02 0.228
52W High: 2023-09-20 0.900
52W Low: 2024-04-02 0.228
Avg. price 1W:   0.517
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   153.67%
Volatility 6M:   120.22%
Volatility 1Y:   117.80%
Volatility 3Y:   -