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UBS Call 360 MSFT 20.06.2025/  CH1302934398  /

Frankfurt Zert./UBS
2024-06-04  12:09:49 PM Chg.-0.060 Bid12:14:17 PM Ask12:14:17 PM Underlying Strike price Expiration date Option type
7.640EUR -0.78% 7.660
Bid Size: 25,000		 7.840
Ask Size: 25,000		 Microsoft Corporatio... 360.00 USD 2025-06-20 Call
 

Master data

WKN: UL9HU6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 360.00 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: 4.82
Leverage: Yes

Calculated values

Fair value: 6.79
Intrinsic value: 4.91
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 4.91
Time value: 2.95
Break-even: 408.65
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 0.77%
Delta: 0.77
Theta: -0.07
Omega: 3.73
Rho: 2.24
 

Quote data

Open: 7.780
High: 7.780
Low: 7.640
Previous Close: 7.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.14%
1 Month  
+2.28%
3 Months
  -11.47%
YTD  
+26.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.110 7.200
1M High / 1M Low: 9.300 7.200
6M High / 6M Low: 9.700 5.500
High (YTD): 2024-04-26 9.700
Low (YTD): 2024-01-05 5.700
52W High: - -
52W Low: - -
Avg. price 1W:   8.256
Avg. volume 1W:   0.000
Avg. price 1M:   8.387
Avg. volume 1M:   0.000
Avg. price 6M:   7.804
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.74%
Volatility 6M:   89.78%
Volatility 1Y:   -
Volatility 3Y:   -