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UBS Call 312 MSF 21.06.2024/  CH1209944219  /

Frankfurt Zert./UBS
2024-05-31  7:36:14 PM Chg.-1.240 Bid9:59:00 PM Ask- Underlying Strike price Expiration date Option type
8.770EUR -12.39% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 312.00 - 2024-06-21 Call
 

Master data

WKN: UK561H
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 312.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 7.13
Intrinsic value: 7.07
Implied volatility: 2.00
Historic volatility: 0.19
Parity: 7.07
Time value: 3.52
Break-even: 417.90
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 3.99
Spread abs.: 1.00
Spread %: 10.43%
Delta: 0.75
Theta: -1.44
Omega: 2.71
Rho: 0.10
 

Quote data

Open: 9.560
High: 9.730
Low: 8.700
Previous Close: 10.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.56%
1 Month  
+8.94%
3 Months
  -12.65%
YTD  
+28.97%
1 Year  
+60.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.190 8.770
1M High / 1M Low: 11.190 8.050
6M High / 6M Low: 11.260 6.150
High (YTD): 2024-03-22 11.260
Low (YTD): 2024-01-05 6.330
52W High: 2024-03-22 11.260
52W Low: 2023-09-27 3.270
Avg. price 1W:   10.344
Avg. volume 1W:   0.000
Avg. price 1M:   9.995
Avg. volume 1M:   0.000
Avg. price 6M:   9.040
Avg. volume 6M:   0.000
Avg. price 1Y:   7.022
Avg. volume 1Y:   0.000
Volatility 1M:   81.09%
Volatility 6M:   69.85%
Volatility 1Y:   82.49%
Volatility 3Y:   -