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UBS Call 340 MSFT 20.06.2025/  CH1302928010  /

UBS Investment Bank
2024-06-21  3:33:53 PM Chg.+0.230 Bid3:33:53 PM Ask3:33:53 PM Underlying Strike price Expiration date Option type
12.170EUR +1.93% 12.170
Bid Size: 50,000		 12.230
Ask Size: 50,000		 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: 11.930
High: 12.260
Low: 11.740
Previous Close: 11.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.46%
1 Month  
+16.57%
3 Months  
+10.54%
YTD  
+70.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.040 11.650
1M High / 1M Low: 12.040 9.160
6M High / 6M Low: 12.040 6.680
High (YTD): 2024-06-19 12.040
Low (YTD): 2024-01-05 6.680
52W High: - -
52W Low: - -
Avg. price 1W:   11.920
Avg. volume 1W:   0.000
Avg. price 1M:   10.606
Avg. volume 1M:   0.000
Avg. price 6M:   9.496
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.44%
Volatility 6M:   81.91%
Volatility 1Y:   -
Volatility 3Y:   -