UBS Call 425 MSFT 21.06.2024
/ CH1304648087
UBS Call 425 MSFT 21.06.2024/ CH1304648087 /
| 2024-05-22 2:14:43 PM |
Chg.-0.020 |
Bid2:14:43 PM |
Ask2:14:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-1.85% |
1.060
Bid Size: 25,000 |
1.240
Ask Size: 25,000 |
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: |
1.050 |
| High: |
1.150 |
| Low: |
0.930 |
| Previous Close: |
1.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.45% |
| 1 Month |
|
|
+34.18% |
| 3 Months |
|
|
-36.53% |
| YTD |
|
|
+23.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.670 |
| 1M High / 1M Low: |
1.150 |
0.290 |
| 6M High / 6M Low: |
2.350 |
0.290 |
| High (YTD): |
2024-03-21 |
2.350 |
| Low (YTD): |
2024-04-30 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.63% |
| Volatility 6M: |
|
245.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
