UBS Call 825 ASME 17.06.2024
/ CH1319900762
UBS Call 825 ASME 17.06.2024/ CH1319900762 /
| 2024-06-12 1:56:02 PM |
Chg.-0.030 |
Bid1:56:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.16% |
1.360
Bid Size: 25,000 |
-
Ask Size: - |
ASML HOLDING EO -... |
825.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2DKB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
825.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.30 |
| Parity: |
1.34 |
| Time value: |
0.07 |
| Break-even: |
966.00 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.90 |
| Theta: |
-2.27 |
| Omega: |
6.09 |
| Rho: |
0.10 |
Quote data
| Open: |
1.420 |
| High: |
1.430 |
| Low: |
1.340 |
| Previous Close: |
1.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
+147.27% |
| 3 Months |
|
|
+23.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.260 |
| 1M High / 1M Low: |
1.420 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
