UBS Call 425 MSFT 21.06.2024
/ CH1304648087
UBS Call 425 MSFT 21.06.2024/ CH1304648087 /
| 2024-05-15 8:51:47 PM |
Chg.+0.260 |
Bid8:51:47 PM |
Ask8:51:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+40.63% |
0.900
Bid Size: 50,000 |
0.960
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: |
55.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-0.78 |
| Time value: |
0.70 |
| Break-even: |
400.01 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.06 |
| Spread %: |
9.38% |
| Delta: |
0.41 |
| Theta: |
-0.14 |
| Omega: |
22.65 |
| Rho: |
0.15 |
Quote data
| Open: |
0.560 |
| High: |
0.910 |
| Low: |
0.510 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.71% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-41.18% |
| YTD |
|
|
+4.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.550 |
| 1M High / 1M Low: |
1.440 |
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: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.51% |
| Volatility 6M: |
|
237.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
