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UBS Call 310 MSF 21.06.2024/  CH1209944201  /

Frankfurt Zert./UBS
2024-06-12  3:46:28 PM Chg.+0.700 Bid4:29:34 PM Ask- Underlying Strike price Expiration date Option type
11.920EUR +6.24% 12.030
Bid Size: 20,000		 -
Ask Size: -		 MICROSOFT DL-,000... 310.00 - 2024-06-21 Call
 

Master data

WKN: UK6EZ0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 9.32
Intrinsic value: 9.29
Implied volatility: 2.34
Historic volatility: 0.19
Parity: 9.29
Time value: 1.82
Break-even: 421.10
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 5.02
Spread abs.: -0.49
Spread %: -4.22%
Delta: 0.82
Theta: -2.22
Omega: 2.96
Rho: 0.05
 

Quote data

Open: 11.850
High: 11.920
Low: 11.740
Previous Close: 11.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.99%
1 Month  
+23.65%
3 Months  
+18.14%
YTD  
+70.29%
1 Year  
+136.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.220 10.520
1M High / 1M Low: 11.490 9.030
6M High / 6M Low: 11.490 6.290
High (YTD): 2024-05-27 11.490
Low (YTD): 2024-01-05 6.490
52W High: 2024-05-27 11.490
52W Low: 2023-09-27 3.380
Avg. price 1W:   10.808
Avg. volume 1W:   150
Avg. price 1M:   10.515
Avg. volume 1M:   34.091
Avg. price 6M:   9.395
Avg. volume 6M:   8.935
Avg. price 1Y:   7.304
Avg. volume 1Y:   42.206
Volatility 1M:   80.14%
Volatility 6M:   67.74%
Volatility 1Y:   80.09%
Volatility 3Y:   -