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UBS Call 625 ASME 17.06.2024/  CH1234592231  /

Frankfurt Zert./UBS
2024-05-28  10:39:16 AM Chg.+0.120 Bid10:55:59 AM Ask10:55:59 AM Underlying Strike price Expiration date Option type
2.720EUR +4.62% 2.710
Bid Size: 25,000		 2.720
Ask Size: 25,000		 ASML HOLDING EO -... 625.00 - 2024-06-17 Call
 

Master data

WKN: UK90QK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 625.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 2.58
Implied volatility: 0.83
Historic volatility: 0.29
Parity: 2.58
Time value: 0.03
Break-even: 886.00
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.38%
Delta: 0.97
Theta: -0.35
Omega: 3.28
Rho: 0.33
 

Quote data

Open: 2.620
High: 2.720
Low: 2.620
Previous Close: 2.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.74%
1 Month  
+11.93%
3 Months  
+8.37%
YTD  
+186.32%
1 Year  
+106.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.600 2.260
1M High / 1M Low: 2.600 1.870
6M High / 6M Low: 3.290 0.500
High (YTD): 2024-03-07 3.290
Low (YTD): 2024-01-17 0.620
52W High: 2024-03-07 3.290
52W Low: 2023-09-26 0.290
Avg. price 1W:   2.462
Avg. volume 1W:   0.000
Avg. price 1M:   2.289
Avg. volume 1M:   0.000
Avg. price 6M:   1.946
Avg. volume 6M:   10.976
Avg. price 1Y:   1.305
Avg. volume 1Y:   202.165
Volatility 1M:   99.34%
Volatility 6M:   142.85%
Volatility 1Y:   141.41%
Volatility 3Y:   -