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UBS Call 430 ASME 17.06.2024/  CH1223943619  /

UBS Investment Bank
2024-06-07  12:05:51 PM Chg.0.000 Bid12:05:51 PM Ask- Underlying Strike price Expiration date Option type
5.360EUR 0.00% 5.360
Bid Size: 25,000		 -
Ask Size: -		 ASML HOLDING EO -... 430.00 - 2024-06-17 Call
 

Master data

WKN: UK777V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 1.78
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.28
Implied volatility: 3.17
Historic volatility: 0.30
Parity: 5.28
Time value: 0.10
Break-even: 967.00
Moneyness: 2.23
Premium: 0.01
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.96
Theta: -2.06
Omega: 1.72
Rho: 0.11
 

Quote data

Open: 5.340
High: 5.380
Low: 5.310
Previous Close: 5.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.38%
1 Month  
+28.54%
3 Months  
+2.10%
YTD  
+103.03%
1 Year  
+107.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.360 4.460
1M High / 1M Low: 5.360 4.140
6M High / 6M Low: 5.360 2.200
High (YTD): 2024-06-06 5.360
Low (YTD): 2024-01-04 2.200
52W High: 2024-06-06 5.360
52W Low: 2023-09-26 1.370
Avg. price 1W:   4.810
Avg. volume 1W:   0.000
Avg. price 1M:   4.441
Avg. volume 1M:   0.000
Avg. price 6M:   3.920
Avg. volume 6M:   0.000
Avg. price 1Y:   2.947
Avg. volume 1Y:   0.000
Volatility 1M:   66.53%
Volatility 6M:   68.93%
Volatility 1Y:   71.52%
Volatility 3Y:   -