UBS Call 120 MSFT 21.01.2022/  CH0537235779  /

Frankfurt Zert./UBS
12/3/2021  7:41:41 PM Chg.-1.080 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
17.550EUR -5.80% 17.980
Bid Size: 50,000
-
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: 1.57
Leverage: Yes

Calculated values

Fair value: 18.52
Intrinsic value: 18.52
Implied volatility: 2.22
Historic volatility: 0.17
Parity: 18.52
Time value: 0.02
Break-even: 291.51
Moneyness: 2.75
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.58
Spread %: 3.13%
Delta: 0.94
Theta: -0.15
Omega: 1.48
Rho: 0.12
 

Quote data

Open: 18.470
High: 18.710
Low: 17.550
Previous Close: 18.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.50%
1 Month
  -5.85%
3 Months  
+14.63%
YTD  
+102.89%
1 Year  
+123.28%
3 Years     -
5 Years     -
1W High / 1W Low: 19.290 17.550
1M High / 1M Low: 19.800 17.550
6M High / 6M Low: 19.800 10.880
High (YTD): 11/22/2021 19.800
Low (YTD): 1/18/2021 7.860
52W High: 11/22/2021 19.800
52W Low: 12/10/2020 7.670
Avg. price 1W:   18.624
Avg. volume 1W:   0.000
Avg. price 1M:   18.971
Avg. volume 1M:   0.000
Avg. price 6M:   15.172
Avg. volume 6M:   0.000
Avg. price 1Y:   12.559
Avg. volume 1Y:   0.000
Volatility 1M:   38.70%
Volatility 6M:   31.75%
Volatility 1Y:   38.20%
Volatility 3Y:   -