UBS Call 825 ASME 17.06.2024
/ CH1319900762
UBS Call 825 ASME 17.06.2024/ CH1319900762 /
| 5/28/2024 1:37:19 PM |
Chg.+0.140 |
Bid3:59:52 PM |
Ask3:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+22.95% |
0.710
Bid Size: 25,000 |
0.720
Ask Size: 25,000 |
ASML HOLDING EO -... |
825.00 EUR |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
6/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
0.58 |
| Time value: |
0.08 |
| Break-even: |
891.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.83 |
| Theta: |
-0.51 |
| Omega: |
11.03 |
| Rho: |
0.36 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.06% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-12.79% |
| 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: |
|
- |
