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UBS Call 625 ASME 17.06.2024/  CH1234592231  /

Frankfurt Zert./UBS
2024-05-17  7:32:30 PM Chg.-0.030 Bid7:59:08 PM Ask7:59:08 PM Underlying Strike price Expiration date Option type
2.270EUR -1.30% 2.260
Bid Size: 5,000		 2.290
Ask Size: 5,000		 ASML HOLDING EO -... 625.00 - 2024-06-17 Call
 

Master data

WKN: UK90QK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 625.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 2.28
Implied volatility: 0.62
Historic volatility: 0.29
Parity: 2.28
Time value: 0.04
Break-even: 857.00
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.31%
Delta: 0.97
Theta: -0.24
Omega: 3.56
Rho: 0.49
 

Quote data

Open: 2.250
High: 2.320
Low: 2.210
Previous Close: 2.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.22%
1 Month  
+17.62%
3 Months
  -7.35%
YTD  
+138.95%
1 Year  
+120.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.310 2.170
1M High / 1M Low: 2.430 1.870
6M High / 6M Low: 3.290 0.500
High (YTD): 2024-03-07 3.290
Low (YTD): 2024-01-17 0.620
52W High: 2024-03-07 3.290
52W Low: 2023-09-26 0.290
Avg. price 1W:   2.270
Avg. volume 1W:   0.000
Avg. price 1M:   2.192
Avg. volume 1M:   0.000
Avg. price 6M:   1.856
Avg. volume 6M:   10.976
Avg. price 1Y:   1.272
Avg. volume 1Y:   202.964
Volatility 1M:   107.14%
Volatility 6M:   145.11%
Volatility 1Y:   148.67%
Volatility 3Y:   -