UBS Call 378 MSFT 20.06.2025
/ CH1302934463
UBS Call 378 MSFT 20.06.2025/ CH1302934463 /
| 2024-06-06 2:31:15 PM |
Chg.-0.060 |
Bid2:50:08 PM |
Ask2:50:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.130EUR |
-0.83% |
7.100
Bid Size: 25,000 |
7.580
Ask Size: 25,000 |
Microsoft Corporatio... |
378.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9BBC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
378.00 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: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.36 |
| Intrinsic value: |
4.23 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
4.23 |
| Time value: |
3.34 |
| Break-even: |
423.32 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.36 |
| Spread %: |
4.99% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
3.85 |
| Rho: |
2.24 |
Quote data
| Open: |
7.050 |
| High: |
7.140 |
| Low: |
7.050 |
| Previous Close: |
7.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
+7.38% |
| 3 Months |
|
|
+7.06% |
| YTD |
|
|
+38.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.190 |
6.080 |
| 1M High / 1M Low: |
8.070 |
6.080 |
| 6M High / 6M Low: |
8.520 |
4.630 |
| High (YTD): |
2024-03-22 |
8.520 |
| Low (YTD): |
2024-01-05 |
4.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.39% |
| Volatility 6M: |
|
73.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
