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UBS Call 312 MSF 21.06.2024/  CH1209944219  /

Frankfurt Zert./UBS
2024-06-12  12:57:02 PM Chg.+0.560 Bid1:30:36 PM Ask- Underlying Strike price Expiration date Option type
11.530EUR +5.10% 11.480
Bid Size: 25,000		 -
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: 3.54
Leverage: Yes

Calculated values

Fair value: 9.12
Intrinsic value: 9.09
Implied volatility: 2.58
Historic volatility: 0.19
Parity: 9.09
Time value: 2.29
Break-even: 425.80
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 8.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -2.57
Omega: 2.83
Rho: 0.05
 

Quote data

Open: 11.560
High: 11.560
Low: 11.520
Previous Close: 10.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.40%
1 Month  
+20.35%
3 Months  
+16.58%
YTD  
+69.56%
1 Year  
+135.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.970 10.300
1M High / 1M Low: 11.190 8.770
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:   10.586
Avg. volume 1W:   0.000
Avg. price 1M:   10.342
Avg. volume 1M:   0.000
Avg. price 6M:   9.215
Avg. volume 6M:   0.000
Avg. price 1Y:   7.155
Avg. volume 1Y:   0.000
Volatility 1M:   82.90%
Volatility 6M:   70.66%
Volatility 1Y:   81.80%
Volatility 3Y:   -