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UBS Call 425 MSFT 21.06.2024/  CH1304648087  /

Frankfurt Zert./UBS
2024-05-22  4:39:06 PM Chg.+0.080 Bid5:17:40 PM Ask5:17:40 PM Underlying Strike price Expiration date Option type
1.220EUR +7.02% 1.220
Bid Size: 50,000		 1.280
Ask Size: 50,000		 Microsoft Corporatio... 425.00 USD 2024-06-21 Call
 

Master data

WKN: UL9HN5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 425.00 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: 34.67
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.37
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.37
Time value: 0.77
Break-even: 402.96
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 5.56%
Delta: 0.60
Theta: -0.16
Omega: 20.82
Rho: 0.19
 

Quote data

Open: 0.950
High: 1.220
Low: 0.950
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.53%
1 Month  
+58.44%
3 Months
  -24.69%
YTD  
+41.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.650
1M High / 1M Low: 1.140 0.380
6M High / 6M Low: 2.350 0.380
High (YTD): 2024-03-21 2.350
Low (YTD): 2024-05-02 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   1.284
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   355.67%
Volatility 6M:   222.26%
Volatility 1Y:   -
Volatility 3Y:   -