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UBS Call 420 MSFT 21.06.2024/  CH1304648079  /

Frankfurt Zert./UBS
2024-05-22  7:34:15 PM Chg.-0.010 Bid8:02:43 PM Ask8:02:43 PM Underlying Strike price Expiration date Option type
1.460EUR -0.68% 1.370
Bid Size: 50,000		 1.430
Ask Size: 50,000		 Microsoft Corporatio... 420.00 USD 2024-06-21 Call
 

Master data

WKN: UL9GJQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 420.00 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: 27.26
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.83
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.83
Time value: 0.62
Break-even: 401.45
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 4.32%
Delta: 0.68
Theta: -0.16
Omega: 18.41
Rho: 0.21
 

Quote data

Open: 1.250
High: 1.560
Low: 1.250
Previous Close: 1.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+32.73%
1 Month  
+56.99%
3 Months
  -20.22%
YTD  
+48.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 0.870
1M High / 1M Low: 1.470 0.490
6M High / 6M Low: 2.620 0.490
High (YTD): 2024-03-21 2.620
Low (YTD): 2024-05-02 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   1.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   1.464
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.26%
Volatility 6M:   217.09%
Volatility 1Y:   -
Volatility 3Y:   -