UBS Call 420 MSFT 21.06.2024
/ CH1304648079
UBS Call 420 MSFT 21.06.2024/ CH1304648079 /
| 2024-05-22 8:44:56 AM |
Chg.+0.19 |
Bid10:06:18 AM |
Ask10:06:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+17.59% |
1.44
Bid Size: 25,000 |
1.62
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: |
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: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.33% |
| 1 Month |
|
|
+28.28% |
| 3 Months |
|
|
-21.60% |
| YTD |
|
|
+30.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.75 |
| 1M High / 1M Low: |
1.16 |
0.42 |
| 6M High / 6M Low: |
2.64 |
0.42 |
| High (YTD): |
2024-03-15 |
2.64 |
| Low (YTD): |
2024-05-03 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.49% |
| Volatility 6M: |
|
215.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
