UBS Call 358 MSFT 20.06.2025
/ CH1302934380
UBS Call 358 MSFT 20.06.2025/ CH1302934380 /
2024-06-04 8:54:50 AM |
Chg.-0.33 |
Bid7:43:32 PM |
Ask7:43:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.91EUR |
-4.00% |
7.92 Bid Size: 50,000 |
7.98 Ask Size: 50,000 |
Microsoft Corporatio... |
358.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9J99 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
358.00 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: |
4.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.93 |
Intrinsic value: |
5.09 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
5.09 |
Time value: |
2.90 |
Break-even: |
408.12 |
Moneyness: |
1.16 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
0.76% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
3.70 |
Rho: |
2.25 |
Quote data
Open: |
7.91 |
High: |
7.91 |
Low: |
7.91 |
Previous Close: |
8.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.67% |
1 Month |
|
|
+9.25% |
3 Months |
|
|
-8.02% |
YTD |
|
|
+29.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.38 |
8.13 |
1M High / 1M Low: |
9.38 |
7.76 |
6M High / 6M Low: |
9.71 |
5.59 |
High (YTD): |
2024-03-15 |
9.71 |
Low (YTD): |
2024-01-05 |
5.78 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.78% |
Volatility 6M: |
|
62.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |