UBS Call 875 ASME 17.06.2024
/ CH1322934501
UBS Call 875 ASME 17.06.2024/ CH1322934501 /
| 2024-05-13 9:12:47 AM |
Chg.+0.035 |
Bid1:02:11 PM |
Ask1:02:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+14.89% |
0.238
Bid Size: 50,000 |
0.248
Ask Size: 50,000 |
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: |
30.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
-0.11 |
| Time value: |
0.28 |
| Break-even: |
903.00 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.48 |
| Theta: |
-0.49 |
| Omega: |
14.86 |
| Rho: |
0.37 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.235 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
-68.97% |
| 3 Months |
|
|
-46.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.246 |
0.190 |
| 1M High / 1M Low: |
0.780 |
0.163 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
