UBS Call 445 MSFT 21.06.2024
/ CH1306618310
UBS Call 445 MSFT 21.06.2024/ CH1306618310 /
| 19/06/2024 08:36:40 |
Chg.-0.133 |
Bid18:22:19 |
Ask18:22:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.237EUR |
-35.95% |
0.280
Bid Size: 12,500 |
-
Ask Size: - |
Microsoft Corporatio... |
445.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
UL960E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.12 |
| Time value: |
0.25 |
| Break-even: |
418.09 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.07 |
| Spread %: |
23.33% |
| Delta: |
0.57 |
| Theta: |
-0.76 |
| Omega: |
64.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.237 |
| High: |
0.237 |
| Low: |
0.237 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.95% |
| 1 Month |
|
|
+113.51% |
| 3 Months |
|
|
-75.82% |
| YTD |
|
|
-48.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.144 |
| 1M High / 1M Low: |
0.370 |
0.001 |
| 6M High / 6M Low: |
1.480 |
0.001 |
| High (YTD): |
15/03/2024 |
1.480 |
| Low (YTD): |
11/06/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
40.323 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51,744.66% |
| Volatility 6M: |
|
20,804.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
