UBS Call 385 MSFT 20.06.2025
/ CH1302934497
UBS Call 385 MSFT 20.06.2025/ CH1302934497 /
2024-06-17 7:37:29 PM |
Chg.+0.270 |
Bid9:57:53 PM |
Ask9:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.700EUR |
+3.20% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
385.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9EKL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 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: |
4.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.33 |
Intrinsic value: |
5.38 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
5.38 |
Time value: |
3.06 |
Break-even: |
444.12 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
0.72% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
3.80 |
Rho: |
2.38 |
Quote data
Open: |
8.340 |
High: |
8.700 |
Low: |
8.190 |
Previous Close: |
8.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.02% |
1 Month |
|
|
+30.43% |
3 Months |
|
|
+22.36% |
YTD |
|
|
+81.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.430 |
7.130 |
1M High / 1M Low: |
8.430 |
5.730 |
6M High / 6M Low: |
8.430 |
4.550 |
High (YTD): |
2024-06-14 |
8.430 |
Low (YTD): |
2024-01-02 |
4.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.756 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.541 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.46% |
Volatility 6M: |
|
93.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |