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UBS Call 415 MSFT 21.06.2024/  CH1304648061  /

Frankfurt Zert./UBS
2024-05-16  11:08:31 AM Chg.+0.030 Bid11:30:18 AM Ask11:30:18 AM Underlying Strike price Expiration date Option type
1.410EUR +2.17% 1.410
Bid Size: 25,000		 1.590
Ask Size: 25,000		 Microsoft Corporatio... 415.00 USD 2024-06-21 Call
 

Master data

WKN: UL9J28
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 415.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.08
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 0.74
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.74
Time value: 0.75
Break-even: 396.04
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 4.20%
Delta: 0.65
Theta: -0.15
Omega: 17.01
Rho: 0.24
 

Quote data

Open: 1.370
High: 1.410
Low: 1.370
Previous Close: 1.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+54.95%
1 Month
  -28.79%
3 Months
  -24.19%
YTD  
+25.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.910
1M High / 1M Low: 1.980 0.610
6M High / 6M Low: 2.910 0.610
High (YTD): 2024-03-21 2.910
Low (YTD): 2024-05-02 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   1.132
Avg. volume 1M:   0.000
Avg. price 6M:   1.664
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.65%
Volatility 6M:   227.44%
Volatility 1Y:   -
Volatility 3Y:   -