UBS Call 322 MSF 21.06.2024
/ CH1209944250
UBS Call 322 MSF 21.06.2024/ CH1209944250 /
| 2024-05-17 9:41:28 AM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.270EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
322.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK58YQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
322.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.58 |
| Intrinsic value: |
7.55 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.19 |
| Parity: |
7.55 |
| Time value: |
1.71 |
| Break-even: |
414.60 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
3.64 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.11% |
| Delta: |
0.80 |
| Theta: |
-1.79 |
| Omega: |
3.42 |
| Rho: |
0.06 |
Quote data
| Open: |
9.280 |
| High: |
9.310 |
| Low: |
9.210 |
| Previous Close: |
9.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
+2.32% |
| YTD |
|
|
+52.97% |
| 1 Year |
|
|
+105.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.450 |
8.590 |
| 6M High / 6M Low: |
10.360 |
5.470 |
| High (YTD): |
2024-03-22 |
10.360 |
| Low (YTD): |
2024-01-05 |
5.500 |
| 52W High: |
2024-03-22 |
10.360 |
| 52W Low: |
2023-09-26 |
2.850 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.218 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
59.34% |
| Volatility 6M: |
|
90.52% |
| Volatility 1Y: |
|
97.57% |
| Volatility 3Y: |
|
- |
