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UBS Call 750 ASME 17.06.2024/  CH1247513026  /

Frankfurt Zert./UBS
31/05/2024  19:31:12 Chg.-0.180 Bid19:59:31 Ask19:59:31 Underlying Strike price Expiration date Option type
1.240EUR -12.68% 1.210
Bid Size: 7,500		 1.260
Ask Size: 7,500		 ASML HOLDING EO -... 750.00 - 17/06/2024 Call
 

Master data

WKN: UL1X37
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 750.00 -
Maturity: 17/06/2024
Issue date: 06/02/2023
Last trading day: 14/06/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 6.45
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 1.21
Implied volatility: 0.79
Historic volatility: 0.29
Parity: 1.21
Time value: 0.14
Break-even: 885.00
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 3.85%
Delta: 0.84
Theta: -1.15
Omega: 5.42
Rho: 0.26
 

Quote data

Open: 1.340
High: 1.520
Low: 1.190
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.77%
1 Month  
+63.16%
3 Months
  -25.75%
YTD  
+327.59%
1 Year  
+96.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.240
1M High / 1M Low: 1.520 0.760
6M High / 6M Low: 2.140 0.132
High (YTD): 07/03/2024 2.140
Low (YTD): 17/01/2024 0.132
52W High: 07/03/2024 2.140
52W Low: 26/09/2023 0.071
Avg. price 1W:   1.392
Avg. volume 1W:   0.000
Avg. price 1M:   1.151
Avg. volume 1M:   0.000
Avg. price 6M:   1.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.630
Avg. volume 1Y:   0.000
Volatility 1M:   179.27%
Volatility 6M:   252.05%
Volatility 1Y:   227.52%
Volatility 3Y:   -