UBS Call 395 MSFT 20.06.2025
/ CH1302934539
UBS Call 395 MSFT 20.06.2025/ CH1302934539 /
| 07/06/2024 11:01:22 |
Chg.+0.020 |
Bid11:16:38 |
Ask11:16:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.300EUR |
+0.32% |
6.300
Bid Size: 25,000 |
6.480
Ask Size: 25,000 |
Microsoft Corporatio... |
395.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9FNP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 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: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
2.71 |
| Time value: |
3.72 |
| Break-even: |
426.96 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
0.94% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
4.27 |
| Rho: |
2.17 |
Quote data
| Open: |
6.330 |
| High: |
6.350 |
| Low: |
6.300 |
| Previous Close: |
6.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+9.19% |
| 3 Months |
|
|
+3.79% |
| YTD |
|
|
+44.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.280 |
5.180 |
| 1M High / 1M Low: |
7.040 |
5.180 |
| 6M High / 6M Low: |
7.480 |
3.920 |
| High (YTD): |
22/03/2024 |
7.480 |
| Low (YTD): |
05/01/2024 |
4.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.43% |
| Volatility 6M: |
|
96.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
