UBS Call 348 MSFT 20.06.2025
/ CH1302928044
UBS Call 348 MSFT 20.06.2025/ CH1302928044 /
2024-06-04 9:58:58 PM |
Chg.+0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.810EUR |
+2.32% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
348.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9FNN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
348.00 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: |
4.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.66 |
Intrinsic value: |
6.01 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
6.01 |
Time value: |
2.66 |
Break-even: |
405.75 |
Moneyness: |
1.19 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
0.70% |
Delta: |
0.80 |
Theta: |
-0.06 |
Omega: |
3.51 |
Rho: |
2.27 |
Quote data
Open: |
8.580 |
High: |
8.820 |
Low: |
8.360 |
Previous Close: |
8.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.99% |
1 Month |
|
|
+6.79% |
3 Months |
|
|
-5.98% |
YTD |
|
|
+31.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.010 |
8.610 |
1M High / 1M Low: |
10.230 |
8.450 |
6M High / 6M Low: |
10.740 |
6.130 |
High (YTD): |
2024-04-26 |
10.740 |
Low (YTD): |
2024-01-05 |
6.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.220 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.568 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.00% |
Volatility 6M: |
|
84.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |