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UBS Call 340 MSFT 20.06.2025/  CH1302928010  /

Frankfurt Zert./UBS
2024-06-21  11:21:40 AM Chg.-0.050 Bid11:56:02 AM Ask11:56:02 AM Underlying Strike price Expiration date Option type
11.800EUR -0.42% 11.820
Bid Size: 25,000		 12.000
Ask Size: 25,000		 Microsoft Corporatio... 340.00 USD 2025-06-20 Call
 

Master data

WKN: UL9J98
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 11.13
Intrinsic value: 9.87
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 9.87
Time value: 2.13
Break-even: 437.58
Moneyness: 1.31
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 0.50%
Delta: 0.87
Theta: -0.06
Omega: 3.02
Rho: 2.41
 

Quote data

Open: 11.820
High: 11.820
Low: 11.780
Previous Close: 11.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.94%
1 Month  
+11.95%
3 Months  
+6.98%
YTD  
+65.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.100 11.690
1M High / 1M Low: 12.100 8.510
6M High / 6M Low: 12.100 6.770
High (YTD): 2024-06-18 12.100
Low (YTD): 2024-01-05 6.770
52W High: - -
52W Low: - -
Avg. price 1W:   11.938
Avg. volume 1W:   0.000
Avg. price 1M:   10.559
Avg. volume 1M:   0.000
Avg. price 6M:   9.454
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.28%
Volatility 6M:   60.65%
Volatility 1Y:   -
Volatility 3Y:   -