UBS Call 362 MSFT 20.06.2025
/ CH1302934406
UBS Call 362 MSFT 20.06.2025/ CH1302934406 /
| 22/05/2024 12:09:28 |
Chg.+0.140 |
Bid12:35:20 |
Ask12:35:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.110EUR |
+1.56% |
9.100
Bid Size: 25,000 |
9.280
Ask Size: 25,000 |
Microsoft Corporatio... |
362.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL89NP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
362.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.03 |
| Intrinsic value: |
6.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
6.18 |
| Time value: |
3.05 |
| Break-even: |
425.82 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.36 |
| Spread %: |
4.06% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
3.40 |
| Rho: |
2.39 |
Quote data
| Open: |
9.020 |
| High: |
9.110 |
| Low: |
8.950 |
| Previous Close: |
8.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.58% |
| 1 Month |
|
|
+23.61% |
| 3 Months |
|
|
+10.69% |
| YTD |
|
|
+54.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.970 |
8.100 |
| 1M High / 1M Low: |
8.970 |
6.750 |
| 6M High / 6M Low: |
9.540 |
5.390 |
| High (YTD): |
22/03/2024 |
9.540 |
| Low (YTD): |
05/01/2024 |
5.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.520 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.13% |
| Volatility 6M: |
|
65.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
