UBS Call 750 ASME 17.06.2024
/ CH1247513026
UBS Call 750 ASME 17.06.2024/ CH1247513026 /
| 2024-06-11 9:40:02 AM |
Chg.+0.10 |
Bid5:47:04 PM |
Ask5:47:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+4.88% |
2.07
Bid Size: 10,000 |
-
Ask Size: - |
ASML HOLDING EO -... |
750.00 - |
2024-06-17 |
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: |
2024-06-17 |
| Issue date: |
2023-02-06 |
| Last trading day: |
2024-06-14 |
| 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: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.38% |
| 1 Month |
|
|
+93.69% |
| 3 Months |
|
|
+41.45% |
| YTD |
|
|
+616.67% |
| 1 Year |
|
|
+313.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.30 |
| 1M High / 1M Low: |
2.18 |
1.02 |
| 6M High / 6M Low: |
2.18 |
0.13 |
| High (YTD): |
2024-06-07 |
2.18 |
| Low (YTD): |
2024-01-17 |
0.13 |
| 52W High: |
2024-06-07 |
2.18 |
| 52W Low: |
2023-09-26 |
0.07 |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
221.89% |
| Volatility 6M: |
|
253.52% |
| Volatility 1Y: |
|
229.07% |
| Volatility 3Y: |
|
- |
