UBS Call 420 MSFT 21.06.2024
/ CH1304648079
UBS Call 420 MSFT 21.06.2024/ CH1304648079 /
| 2024-05-16 11:00:45 AM |
Chg.-0.020 |
Bid11:00:45 AM |
Ask11:00:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-1.77% |
1.110
Bid Size: 25,000 |
1.290
Ask Size: 25,000 |
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: |
32.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.91 |
| Break-even: |
397.63 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
5.31% |
| Delta: |
0.58 |
| Theta: |
-0.15 |
| Omega: |
19.04 |
| Rho: |
0.21 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.030 |
| Previous Close: |
1.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.05% |
| 1 Month |
|
|
-33.13% |
| 3 Months |
|
|
-31.06% |
| YTD |
|
|
+12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.730 |
| 1M High / 1M Low: |
1.660 |
0.370 |
| 6M High / 6M Low: |
2.620 |
0.370 |
| High (YTD): |
2024-03-21 |
2.620 |
| Low (YTD): |
2024-04-30 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.97% |
| Volatility 6M: |
|
234.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
