UBS Call 382 MSFT 20.06.2025
/ CH1302934489
UBS Call 382 MSFT 20.06.2025/ CH1302934489 /
2024-06-06 1:03:25 PM |
Chg.-0.070 |
Bid1:03:25 PM |
Ask1:03:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.890EUR |
-1.01% |
6.890 Bid Size: 25,000 |
7.370 Ask Size: 25,000 |
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: |
6.910 |
Low: |
6.780 |
Previous Close: |
6.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.16% |
1 Month |
|
|
+4.39% |
3 Months |
|
|
+8.16% |
YTD |
|
|
+39.19% |
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: |
|
- |