UBS Call 382 MSFT 20.06.2025
/ CH1302934489
UBS Call 382 MSFT 20.06.2025/ CH1302934489 /
| 2024-06-06 5:27:29 PM |
Chg.-0.150 |
Bid5:27:29 PM |
Ask5:27:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.810EUR |
-2.16% |
6.810
Bid Size: 50,000 |
7.170
Ask Size: 50,000 |
Microsoft Corporatio... |
382.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9NEF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
382.00 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: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.09 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
3.86 |
| Time value: |
3.46 |
| Break-even: |
424.50 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.36 |
| Spread %: |
5.17% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
3.92 |
| Rho: |
2.22 |
Quote data
| Open: |
6.840 |
| High: |
7.050 |
| Low: |
6.780 |
| Previous Close: |
6.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.93% |
| 1 Month |
|
|
+3.18% |
| 3 Months |
|
|
+6.91% |
| YTD |
|
|
+37.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.960 |
6.420 |
| 1M High / 1M Low: |
7.880 |
6.320 |
| 6M High / 6M Low: |
8.260 |
4.490 |
| High (YTD): |
2024-03-22 |
8.260 |
| Low (YTD): |
2024-01-05 |
4.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.00% |
| Volatility 6M: |
|
89.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
