UBS Call 31 FRE 21.03.2025/  CH1309005606  /

Frankfurt Zert./UBS
1/23/2025  4:35:20 PM Chg.+0.080 Bid4:57:43 PM Ask- Underlying Strike price Expiration date Option type
0.610EUR +15.09% -
Bid Size: -
-
Ask Size: -
FRESENIUS SE+CO.KGAA... 31.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 12/6/2023
Last trading day: 3/20/2025
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): 1/23/2025 0.610
Low (YTD): 1/2/2025 0.320
52W High: 1/23/2025 0.610
52W Low: 4/4/2024 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:   -