UBS Call 328 MSF 21.06.2024
/ CH1209944276
UBS Call 328 MSF 21.06.2024/ CH1209944276 /
| 2024-05-16 9:27:14 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
328.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6NSH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
328.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.19 |
| Parity: |
5.85 |
| Time value: |
2.84 |
| Break-even: |
414.90 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.34% |
| Delta: |
0.74 |
| Theta: |
-0.74 |
| Omega: |
3.29 |
| Rho: |
0.17 |
Quote data
| Open: |
8.89 |
| High: |
8.89 |
| Low: |
8.89 |
| Previous Close: |
8.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+21.12% |
| 3 Months |
|
|
+19.81% |
| YTD |
|
|
+58.19% |
| 1 Year |
|
|
+149.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.89 |
7.95 |
| 1M High / 1M Low: |
8.89 |
6.63 |
| 6M High / 6M Low: |
9.82 |
5.01 |
| High (YTD): |
2024-03-22 |
9.82 |
| Low (YTD): |
2024-01-05 |
5.15 |
| 52W High: |
2024-03-22 |
9.82 |
| 52W Low: |
2023-09-27 |
2.54 |
| Avg. price 1W: |
|
8.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.21% |
| Volatility 6M: |
|
88.65% |
| Volatility 1Y: |
|
99.73% |
| Volatility 3Y: |
|
- |
