UBS Call 875 ASME 17.06.2024
/ CH1322934501
UBS Call 875 ASME 17.06.2024/ CH1322934501 /
| 2024-05-24 7:33:16 PM |
Chg.+0.010 |
Bid7:59:37 PM |
Ask7:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.280
Bid Size: 7,500 |
0.290
Ask Size: 7,500 |
ASML HOLDING EO -... |
875.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2FSS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
875.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.29 |
| Parity: |
0.06 |
| Time value: |
0.24 |
| Break-even: |
904.00 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.56 |
| Theta: |
-0.59 |
| Omega: |
17.07 |
| Rho: |
0.29 |
Quote data
| Open: |
0.198 |
| High: |
0.280 |
| Low: |
0.195 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.19% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-55.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.151 |
| 1M High / 1M Low: |
0.360 |
0.129 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.211 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
