UBS Call 328 MSF 21.06.2024
/ CH1209944276
UBS Call 328 MSF 21.06.2024/ CH1209944276 /
| 16/05/2024 09:27:14 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
328.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK6NSH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
328.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.52 |
| Intrinsic value: |
7.49 |
| Implied volatility: |
1.68 |
| Historic volatility: |
0.19 |
| Parity: |
7.49 |
| Time value: |
1.20 |
| Break-even: |
414.90 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
2.30 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.34% |
| Delta: |
0.82 |
| Theta: |
-1.57 |
| Omega: |
3.80 |
| Rho: |
0.06 |
Quote data
| Open: |
8.89 |
| High: |
8.89 |
| Low: |
8.89 |
| Previous Close: |
8.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.72% |
| 3 Months |
|
|
+2.07% |
| YTD |
|
|
+58.19% |
| 1 Year |
|
|
+107.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.89 |
7.95 |
| 6M High / 6M Low: |
9.82 |
5.01 |
| High (YTD): |
22/03/2024 |
9.82 |
| Low (YTD): |
05/01/2024 |
5.15 |
| 52W High: |
22/03/2024 |
9.82 |
| 52W Low: |
27/09/2023 |
2.54 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.90% |
| Volatility 6M: |
|
91.24% |
| Volatility 1Y: |
|
97.81% |
| Volatility 3Y: |
|
- |
