UBS Call 425 MSFT 21.06.2024
/ CH1304648087
UBS Call 425 MSFT 21.06.2024/ CH1304648087 /
| 6/19/2024 8:46:14 AM |
Chg.-0.13 |
Bid11:01:36 AM |
Ask11:01:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-6.02% |
-
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: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.17% |
| 1 Month |
|
|
+185.92% |
| 3 Months |
|
|
+20.12% |
| YTD |
|
|
+138.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.20 |
| 1M High / 1M Low: |
2.16 |
0.21 |
| 6M High / 6M Low: |
2.37 |
0.21 |
| High (YTD): |
3/15/2024 |
2.37 |
| Low (YTD): |
6/4/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
615.31% |
| Volatility 6M: |
|
331.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
