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UBS Call 800 ASME 17.06.2024/  CH1259660871  /

Frankfurt Zert./UBS
2024-06-12  4:00:48 PM Chg.+0.260 Bid4:04:36 PM Ask- Underlying Strike price Expiration date Option type
1.880EUR +16.05% 1.880
Bid Size: 25,000		 -
Ask Size: -		 ASML HOLDING EO -... 800.00 - 2024-06-17 Call
 

Master data

WKN: UL6BR1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-06-17
Issue date: 2023-06-06
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.59
Implied volatility: 1.24
Historic volatility: 0.30
Parity: 1.59
Time value: 0.07
Break-even: 966.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 1.22%
Delta: 0.91
Theta: -2.38
Omega: 5.24
Rho: 0.10
 

Quote data

Open: 1.640
High: 1.880
Low: 1.600
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.68%
1 Month  
+157.53%
3 Months  
+51.61%
YTD  
+1039.39%
1 Year  
+358.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.520
1M High / 1M Low: 1.670 0.550
6M High / 6M Low: 1.730 0.056
High (YTD): 2024-03-07 1.730
Low (YTD): 2024-01-17 0.056
52W High: 2024-03-07 1.730
52W Low: 2023-09-26 0.036
Avg. price 1W:   1.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.951
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   419.78%
Volatility 6M:   360.01%
Volatility 1Y:   304.34%
Volatility 3Y:   -