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UBS Call 430 ASME 17.06.2024/  CH1223943619  /

Frankfurt Zert./UBS
2024-05-31  7:31:09 PM Chg.-0.190 Bid7:59:49 PM Ask7:59:49 PM Underlying Strike price Expiration date Option type
4.420EUR -4.12% 4.390
Bid Size: 7,500		 4.440
Ask Size: 7,500		 ASML HOLDING EO -... 430.00 - 2024-06-17 Call
 

Master data

WKN: UK777V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 1.92
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 4.41
Implied volatility: 2.44
Historic volatility: 0.29
Parity: 4.41
Time value: 0.12
Break-even: 883.00
Moneyness: 2.03
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 0.89%
Delta: 0.95
Theta: -1.48
Omega: 1.83
Rho: 0.16
 

Quote data

Open: 4.510
High: 4.670
Low: 4.360
Previous Close: 4.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month  
+11.34%
3 Months
  -8.30%
YTD  
+67.42%
1 Year  
+61.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.700 4.420
1M High / 1M Low: 4.700 3.810
6M High / 6M Low: 5.340 2.140
High (YTD): 2024-03-07 5.340
Low (YTD): 2024-01-04 2.200
52W High: 2024-03-07 5.340
52W Low: 2023-09-27 1.380
Avg. price 1W:   4.572
Avg. volume 1W:   0.000
Avg. price 1M:   4.302
Avg. volume 1M:   0.000
Avg. price 6M:   3.839
Avg. volume 6M:   26.480
Avg. price 1Y:   2.922
Avg. volume 1Y:   15.787
Volatility 1M:   48.39%
Volatility 6M:   69.21%
Volatility 1Y:   71.35%
Volatility 3Y:   -