UBS Call 31 FRE 21.03.2025
/ CH1309005606
UBS Call 31 FRE 21.03.2025/ CH1309005606 /
| 23/01/2025 16:35:20 |
Chg.+0.080 |
Bid16:57:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+15.09% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
31.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM08EM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
36.50 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.57 |
| Rho: |
0.04 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.02% |
| 1 Month |
|
|
+79.41% |
| 3 Months |
|
|
+52.50% |
| YTD |
|
|
+84.85% |
| 1 Year |
|
|
+237.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
0.610 |
0.320 |
| 6M High / 6M Low: |
0.610 |
0.260 |
| High (YTD): |
23/01/2025 |
0.610 |
| Low (YTD): |
02/01/2025 |
0.320 |
| 52W High: |
23/01/2025 |
0.610 |
| 52W Low: |
04/04/2024 |
0.084 |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.390 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.283 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.58% |
| Volatility 6M: |
|
125.13% |
| Volatility 1Y: |
|
146.55% |
| Volatility 3Y: |
|
- |