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UBS Call 625 ASME 17.06.2024/  CH1234592231  /

UBS Investment Bank
2024-05-07  11:08:32 AM Chg.+0.010 Bid11:08:32 AM Ask11:08:32 AM Underlying Strike price Expiration date Option type
2.280EUR +0.44% 2.280
Bid Size: 50,000		 2.290
Ask Size: 50,000		 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: 3.66
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.22
Implied volatility: 0.68
Historic volatility: 0.30
Parity: 2.22
Time value: 0.09
Break-even: 856.00
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.32%
Delta: 0.93
Theta: -0.38
Omega: 3.40
Rho: 0.62
 

Quote data

Open: 2.290
High: 2.330
Low: 2.220
Previous Close: 2.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.00%
1 Month
  -18.86%
3 Months
  -5.39%
YTD  
+142.55%
1 Year  
+216.67%
3 Years     -
5 Years     -
1W High / 1W Low: 2.270 1.900
1M High / 1M Low: 2.970 1.880
6M High / 6M Low: 3.340 0.470
High (YTD): 2024-03-07 3.340
Low (YTD): 2024-01-17 0.620
52W High: 2024-03-07 3.340
52W Low: 2023-09-26 0.290
Avg. price 1W:   2.080
Avg. volume 1W:   0.000
Avg. price 1M:   2.401
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   0.000
Avg. price 1Y:   1.222
Avg. volume 1Y:   0.000
Volatility 1M:   134.25%
Volatility 6M:   135.44%
Volatility 1Y:   140.81%
Volatility 3Y:   -