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UBS Call 312 MSF 21.06.2024/  CH1209944219  /

UBS Investment Bank
6/12/2024  12:20:53 PM Chg.+0.140 Bid12:20:53 PM Ask- Underlying Strike price Expiration date Option type
11.520EUR +1.23% 11.520
Bid Size: 25,000		 -
Ask Size: -		 MICROSOFT DL-,000... 312.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/15/2022
Last trading day: 6/20/2024
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: 11.390
High: 11.640
Low: 11.380
Previous Close: 11.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.98%
1 Month  
+19.13%
3 Months  
+16.01%
YTD  
+69.16%
1 Year  
+126.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.380 10.380
1M High / 1M Low: 11.380 9.370
6M High / 6M Low: 11.380 6.200
High (YTD): 6/11/2024 11.380
Low (YTD): 1/5/2024 6.240
52W High: 6/11/2024 11.380
52W Low: 9/26/2023 3.340
Avg. price 1W:   10.708
Avg. volume 1W:   0.000
Avg. price 1M:   10.398
Avg. volume 1M:   0.000
Avg. price 6M:   9.252
Avg. volume 6M:   0.000
Avg. price 1Y:   7.175
Avg. volume 1Y:   0.000
Volatility 1M:   66.29%
Volatility 6M:   80.51%
Volatility 1Y:   88.68%
Volatility 3Y:   -