UBS Call 325 MSF 21.06.2024
/ CH1209944268
UBS Call 325 MSF 21.06.2024/ CH1209944268 /
| 5/16/2024 9:27:14 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
325.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK6MPE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/15/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.85 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.19 |
| Parity: |
5.78 |
| Time value: |
3.21 |
| Break-even: |
414.90 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
3.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.11% |
| Delta: |
0.73 |
| Theta: |
-1.22 |
| Omega: |
3.11 |
| Rho: |
0.11 |
Quote data
| Open: |
9.17 |
| High: |
9.17 |
| Low: |
9.17 |
| Previous Close: |
8.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.48% |
| 3 Months |
|
|
+15.20% |
| YTD |
|
|
+57.29% |
| 1 Year |
|
|
+100.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.17 |
6.90 |
| 6M High / 6M Low: |
10.08 |
5.22 |
| High (YTD): |
3/22/2024 |
10.08 |
| Low (YTD): |
1/5/2024 |
5.36 |
| 52W High: |
3/22/2024 |
10.08 |
| 52W Low: |
9/27/2023 |
2.67 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.25% |
| Volatility 6M: |
|
86.21% |
| Volatility 1Y: |
|
95.22% |
| Volatility 3Y: |
|
- |
