UBS Call 420 MSFT 21.06.2024
/ CH1304648079
UBS Call 420 MSFT 21.06.2024/ CH1304648079 /
| 2024-05-15 8:44:14 AM |
Chg.+0.070 |
Bid8:39:00 PM |
Ask8:39:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+10.29% |
1.160
Bid Size: 50,000 |
1.220
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: |
42.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-0.32 |
| Time value: |
0.90 |
| Break-even: |
397.39 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.49 |
| Theta: |
-0.15 |
| Omega: |
20.78 |
| Rho: |
0.18 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-63.24% |
| 3 Months |
|
|
-60.11% |
| YTD |
|
|
-22.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.580 |
| 1M High / 1M Low: |
2.040 |
0.420 |
| 6M High / 6M Low: |
2.640 |
0.420 |
| High (YTD): |
2024-03-15 |
2.640 |
| Low (YTD): |
2024-05-03 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.32% |
| Volatility 6M: |
|
218.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
