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UBS Call 575 ASME 17.06.2024/  DE000UK96NG0  /

UBS Investment Bank
5/27/2024  9:05:54 AM Chg.+0.070 Bid9:05:54 AM Ask9:05:54 AM Underlying Strike price Expiration date Option type
2.830EUR +2.54% 2.830
Bid Size: 2,500		 2.860
Ask Size: 2,500		 ASML HOLDING EO -... 575.00 EUR 6/17/2024 Call
 

Master data

WKN: UK96NG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 575.00 EUR
Maturity: 6/17/2024
Issue date: 12/1/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 30.26
Leverage: Yes

Calculated values

Fair value: 30.68
Intrinsic value: 30.55
Implied volatility: -
Historic volatility: 0.29
Parity: 30.55
Time value: -27.64
Break-even: 604.10
Moneyness: 1.53
Premium: -0.31
Premium p.a.: -1.00
Spread abs.: 0.15
Spread %: 5.43%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.770
High: 2.830
Low: 2.770
Previous Close: 2.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.71%
1 Month  
+1.43%
3 Months  
+4.04%
YTD  
+18.91%
1 Year  
+40.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.810 2.750
1M High / 1M Low: 2.810 2.750
6M High / 6M Low: 2.810 1.860
High (YTD): 5/22/2024 2.810
Low (YTD): 1/4/2024 2.080
52W High: 5/22/2024 2.810
52W Low: 9/26/2023 1.290
Avg. price 1W:   2.788
Avg. volume 1W:   0.000
Avg. price 1M:   2.795
Avg. volume 1M:   0.000
Avg. price 6M:   2.576
Avg. volume 6M:   0.000
Avg. price 1Y:   2.153
Avg. volume 1Y:   0.000
Volatility 1M:   8.67%
Volatility 6M:   27.29%
Volatility 1Y:   46.13%
Volatility 3Y:   -