UBS Call 875 ASME 17.06.2024
/ CH1322934501
UBS Call 875 ASME 17.06.2024/ CH1322934501 /
| 27/05/2024 09:12:37 |
Chg.- |
Bid12:23:51 |
Ask12:23:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
0.340
Bid Size: 25,000 |
0.350
Ask Size: 25,000 |
ASML HOLDING EO -... |
875.00 EUR |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
14/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
0.08 |
| Time value: |
0.20 |
| Break-even: |
903.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.58 |
| Theta: |
-0.62 |
| Omega: |
18.21 |
| Rho: |
0.26 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.203 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.19% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-56.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.172 |
| 1M High / 1M Low: |
0.320 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
