UBS Call 330 MSF 21.06.2024
/ CH1209944284
UBS Call 330 MSF 21.06.2024/ CH1209944284 /
| 2024-05-17 9:41:23 AM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.530EUR |
-0.12% |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
330.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6PYN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
5.28 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.19 |
| Parity: |
5.28 |
| Time value: |
3.23 |
| Break-even: |
415.10 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
3.08 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.35% |
| Delta: |
0.72 |
| Theta: |
-1.20 |
| Omega: |
3.24 |
| Rho: |
0.11 |
Quote data
| Open: |
8.540 |
| High: |
8.580 |
| Low: |
8.480 |
| Previous Close: |
8.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.09% |
| 3 Months |
|
|
+1.79% |
| YTD |
|
|
+55.66% |
| 1 Year |
|
|
+101.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.720 |
5.920 |
| 6M High / 6M Low: |
9.640 |
4.920 |
| High (YTD): |
2024-03-22 |
9.640 |
| Low (YTD): |
2024-01-05 |
4.930 |
| 52W High: |
2024-03-22 |
9.640 |
| 52W Low: |
2023-09-26 |
2.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.616 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
80.13% |
| Volatility 6M: |
|
96.89% |
| Volatility 1Y: |
|
103.76% |
| Volatility 3Y: |
|
- |
