UBS Call 425 MSFT 21.06.2024
/ CH1304648087
UBS Call 425 MSFT 21.06.2024/ CH1304648087 /
| 6/19/2024 10:25:15 AM |
Chg.-0.110 |
Bid11:01:28 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-5.24% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
425.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
UL9HN5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.19 |
| Parity: |
1.99 |
| Time value: |
0.17 |
| Break-even: |
417.36 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.15 |
| Spread %: |
7.46% |
| Delta: |
0.85 |
| Theta: |
-1.23 |
| Omega: |
16.31 |
| Rho: |
0.02 |
Quote data
| Open: |
1.950 |
| High: |
1.990 |
| Low: |
1.950 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.24% |
| 1 Month |
|
|
+206.15% |
| 3 Months |
|
|
+7.57% |
| YTD |
|
|
+131.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.450 |
| 1M High / 1M Low: |
2.100 |
0.185 |
| 6M High / 6M Low: |
2.350 |
0.185 |
| High (YTD): |
3/21/2024 |
2.350 |
| Low (YTD): |
5/31/2024 |
0.185 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
827.75% |
| Volatility 6M: |
|
394.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
