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UBS Call 342 MSFT 20.06.2025/  CH1302928028  /

Frankfurt Zert./UBS
2024-09-23  9:27:59 AM Chg.-0.240 Bid9:41:50 AM Ask9:41:50 AM Underlying Strike price Expiration date Option type
9.710EUR -2.41% 9.780
Bid Size: 12,500		 10.020
Ask Size: 12,500		 Microsoft Corporatio... 342.00 USD 2025-06-20 Call
 

Master data

WKN: UL9NEE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 342.00 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: 3.92
Leverage: Yes

Calculated values

Fair value: 9.20
Intrinsic value: 8.36
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 8.36
Time value: 1.59
Break-even: 405.86
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 0.61%
Delta: 0.87
Theta: -0.06
Omega: 3.39
Rho: 1.77
 

Quote data

Open: 9.860
High: 9.860
Low: 9.710
Previous Close: 9.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.21%
1 Month  
+15.73%
3 Months
  -19.42%
YTD  
+38.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.030 9.500
1M High / 1M Low: 10.030 7.300
6M High / 6M Low: 13.280 7.300
High (YTD): 2024-07-05 13.280
Low (YTD): 2024-01-05 6.630
52W High: - -
52W Low: - -
Avg. price 1W:   9.798
Avg. volume 1W:   0.000
Avg. price 1M:   8.645
Avg. volume 1M:   0.000
Avg. price 6M:   9.869
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.25%
Volatility 6M:   64.09%
Volatility 1Y:   -
Volatility 3Y:   -