UBS Call 800 ASME 17.06.2024
/ CH1259660871
UBS Call 800 ASME 17.06.2024/ CH1259660871 /
| 2024-06-11 10:12:26 AM |
Chg.+0.14 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+9.21% |
-
Bid Size: - |
-
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: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.30 |
| Parity: |
1.63 |
| Time value: |
0.04 |
| Break-even: |
967.00 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-1.23 |
| Omega: |
5.43 |
| Rho: |
0.12 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+140.58% |
| 3 Months |
|
|
+40.68% |
| YTD |
|
|
+876.47% |
| 1 Year |
|
|
+348.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
0.83 |
| 1M High / 1M Low: |
1.68 |
0.57 |
| 6M High / 6M Low: |
1.77 |
0.06 |
| High (YTD): |
2024-03-08 |
1.77 |
| Low (YTD): |
2024-01-17 |
0.06 |
| 52W High: |
2024-03-08 |
1.77 |
| 52W Low: |
2023-09-26 |
0.04 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
315.03% |
| Volatility 6M: |
|
329.13% |
| Volatility 1Y: |
|
287.37% |
| Volatility 3Y: |
|
- |
