UBS Call 825 ASME 17.06.2024
/ CH1319900762
UBS Call 825 ASME 17.06.2024/ CH1319900762 /
| 27/05/2024 10:13:04 |
Chg.- |
Bid08:03:01 |
Ask08:03:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
0.640
Bid Size: 7,500 |
0.650
Ask Size: 7,500 |
ASML HOLDING EO -... |
825.00 EUR |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
14/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
0.56 |
| Time value: |
0.10 |
| Break-even: |
890.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.81 |
| Theta: |
-0.53 |
| Omega: |
10.97 |
| Rho: |
0.37 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.49% |
| 1 Month |
|
|
+7.02% |
| 3 Months |
|
|
-29.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.640 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
