UBS Call 27 FRE 20.06.2025
/ CH1302948562
UBS Call 27 FRE 20.06.2025/ CH1302948562 /
| 1/9/2025 9:03:11 AM |
Chg.+0.040 |
Bid4:25:51 PM |
Ask4:25:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+5.26% |
0.840
Bid Size: 50,000 |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
27.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UL9NQ4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.05 |
| Break-even: |
35.00 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
4.08 |
| Rho: |
0.11 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.94% |
| 1 Month |
|
|
+12.68% |
| 3 Months |
|
|
+3.90% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
+56.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.830 |
0.660 |
| 6M High / 6M Low: |
0.890 |
0.400 |
| High (YTD): |
1/7/2025 |
0.770 |
| Low (YTD): |
1/2/2025 |
0.690 |
| 52W High: |
9/13/2024 |
0.890 |
| 52W Low: |
3/26/2024 |
0.233 |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.697 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.533 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
63.82% |
| Volatility 6M: |
|
80.65% |
| Volatility 1Y: |
|
93.35% |
| Volatility 3Y: |
|
- |