UBS Call 950 ASME 17.06.2024
/ CH1329483361
UBS Call 950 ASME 17.06.2024/ CH1329483361 /
| 2024-05-13 9:38:47 PM |
Chg.-0.017 |
Bid9:38:47 PM |
Ask9:38:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-31.48% |
0.037
Bid Size: 5,000 |
0.067
Ask Size: 5,000 |
ASML HOLDING EO -... |
950.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM3FN0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
950.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
102.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-0.86 |
| Time value: |
0.08 |
| Break-even: |
958.40 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.03 |
| Spread %: |
55.56% |
| Delta: |
0.19 |
| Theta: |
-0.34 |
| Omega: |
19.50 |
| Rho: |
0.15 |
Quote data
| Open: |
0.055 |
| High: |
0.074 |
| Low: |
0.034 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.29% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.039 |
| 1M High / 1M Low: |
0.430 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
571.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
