UBS Call 120 MSFT 21.01.2022/  CH0537235779  /

EUWAX
12/1/2021  8:48:03 AM Chg.+0.08 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
19.13EUR +0.42% -
Bid Size: -
-
Ask Size: -
Microsoft Corp 120.00 USD 1/21/2022 Call

Master data

WKN: UD5UVF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 1/21/2022
Issue date: 3/26/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.53
Leverage: Yes

Calculated values

Fair value: 18.59
Intrinsic value: 18.59
Implied volatility: 2.50
Historic volatility: 0.17
Parity: 18.59
Time value: 0.46
Break-even: 296.41
Moneyness: 2.75
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.44
Spread %: 2.31%
Delta: 0.93
Theta: -0.24
Omega: 1.42
Rho: 0.11
 

Quote data

Open: 19.13
High: 19.13
Low: 19.13
Previous Close: 19.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.70%
1 Month  
+3.97%
3 Months  
+24.22%
YTD  
+120.65%
1 Year  
+135.88%
3 Years     -
5 Years     -
1W High / 1W Low: 19.55 18.82
1M High / 1M Low: 19.91 18.09
6M High / 6M Low: 19.91 10.30
High (YTD): 11/22/2021 19.91
Low (YTD): 1/7/2021 7.78
52W High: 11/22/2021 19.91
52W Low: 12/11/2020 7.59
Avg. price 1W:   19.19
Avg. volume 1W:   0.00
Avg. price 1M:   18.96
Avg. volume 1M:   0.00
Avg. price 6M:   14.89
Avg. volume 6M:   0.00
Avg. price 1Y:   12.34
Avg. volume 1Y:   0.00
Volatility 1M:   21.75%
Volatility 6M:   30.15%
Volatility 1Y:   37.87%
Volatility 3Y:   -