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UBS Call 625 ASME 17.06.2024/  CH1234592231  /

Frankfurt Zert./UBS
12/06/2024  16:46:30 Chg.+0.250 Bid16:51:11 Ask- Underlying Strike price Expiration date Option type
3.590EUR +7.49% 3.580
Bid Size: 25,000		 -
Ask Size: -		 ASML HOLDING EO -... 625.00 - 17/06/2024 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: 17/06/2024
Issue date: 02/12/2022
Last trading day: 14/06/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 3.35
Intrinsic value: 3.34
Implied volatility: 2.15
Historic volatility: 0.30
Parity: 3.34
Time value: 0.04
Break-even: 963.00
Moneyness: 1.53
Premium: 0.00
Premium p.a.: 0.33
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -1.86
Omega: 2.74
Rho: 0.08
 

Quote data

Open: 3.380
High: 3.670
Low: 3.350
Previous Close: 3.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.80%
1 Month  
+51.48%
3 Months  
+30.07%
YTD  
+277.89%
1 Year  
+201.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.400 3.240
1M High / 1M Low: 3.400 2.170
6M High / 6M Low: 3.400 0.620
High (YTD): 10/06/2024 3.400
Low (YTD): 17/01/2024 0.620
52W High: 10/06/2024 3.400
52W Low: 26/09/2023 0.290
Avg. price 1W:   3.340
Avg. volume 1W:   0.000
Avg. price 1M:   2.650
Avg. volume 1M:   0.000
Avg. price 6M:   2.138
Avg. volume 6M:   10.887
Avg. price 1Y:   1.379
Avg. volume 1Y:   201.373
Volatility 1M:   130.24%
Volatility 6M:   145.29%
Volatility 1Y:   144.48%
Volatility 3Y:   -