UBS Call 380 ASME 17.06.2024
/ CH1223943569
UBS Call 380 ASME 17.06.2024/ CH1223943569 /
| 2024-06-06 9:53:50 PM |
Chg.+0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.860EUR |
+2.81% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
380.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8D81 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.64 |
| Intrinsic value: |
5.64 |
| Implied volatility: |
3.11 |
| Historic volatility: |
0.30 |
| Parity: |
5.64 |
| Time value: |
0.06 |
| Break-even: |
950.00 |
| Moneyness: |
2.48 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-1.40 |
| Omega: |
1.61 |
| Rho: |
0.11 |
Quote data
| Open: |
5.720 |
| High: |
5.910 |
| Low: |
5.680 |
| Previous Close: |
5.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.43% |
| 1 Month |
|
|
+25.75% |
| 3 Months |
|
|
+2.09% |
| YTD |
|
|
+87.82% |
| 1 Year |
|
|
+94.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.700 |
4.950 |
| 1M High / 1M Low: |
5.700 |
4.640 |
| 6M High / 6M Low: |
5.740 |
2.680 |
| High (YTD): |
2024-03-07 |
5.740 |
| Low (YTD): |
2024-01-05 |
2.680 |
| 52W High: |
2024-03-07 |
5.740 |
| 52W Low: |
2023-09-26 |
1.770 |
| Avg. price 1W: |
|
5.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.384 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.40% |
| Volatility 6M: |
|
61.15% |
| Volatility 1Y: |
|
61.98% |
| Volatility 3Y: |
|
- |
