OverviewChartNewsTraderScreen

UBS Call 750 ASME 17.06.2024/  CH1247513026  /

UBS Investment Bank
6/11/2024  10:10:27 AM Chg.-0.010 Bid10:10:27 AM Ask- Underlying Strike price Expiration date Option type
2.160EUR -0.46% 2.160
Bid Size: 25,000		 -
Ask Size: -		 ASML HOLDING EO -... 750.00 - 6/17/2024 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: 6/17/2024
Issue date: 2/6/2023
Last trading day: 6/14/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 2.13
Implied volatility: 1.23
Historic volatility: 0.30
Parity: 2.13
Time value: 0.04
Break-even: 967.00
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -1.32
Omega: 4.23
Rho: 0.12
 

Quote data

Open: 2.170
High: 2.200
Low: 2.140
Previous Close: 2.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+67.44%
1 Month  
+83.05%
3 Months  
+42.11%
YTD  
+644.83%
1 Year  
+307.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.170 1.290
1M High / 1M Low: 2.170 1.000
6M High / 6M Low: 2.170 0.132
High (YTD): 6/10/2024 2.170
Low (YTD): 1/17/2024 0.132
52W High: 6/10/2024 2.170
52W Low: 9/26/2023 0.071
Avg. price 1W:   1.942
Avg. volume 1W:   0.000
Avg. price 1M:   1.391
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.660
Avg. volume 1Y:   0.000
Volatility 1M:   229.05%
Volatility 6M:   245.61%
Volatility 1Y:   223.10%
Volatility 3Y:   -