UBS Put 395 MSF 20.06.2025
/ CH1307422472
UBS Put 395 MSF 20.06.2025/ CH1307422472 /
11/06/2024 10:08:21 |
Chg.-0.10 |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-5.03% |
- Bid Size: - |
- Ask Size: - |
MICROSOFT DL-,000... |
395.00 - |
20/06/2025 |
Put |
Master data
WKN: |
UL9740 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
395.00 - |
Maturity: |
20/06/2025 |
Issue date: |
28/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-0.79 |
Time value: |
2.04 |
Break-even: |
374.60 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.36 |
Spread %: |
21.43% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-6.87 |
Rho: |
-1.64 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
1.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.85% |
1 Month |
|
|
-22.86% |
3 Months |
|
|
-36.79% |
YTD |
|
|
-55.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
1.82 |
1M High / 1M Low: |
2.39 |
1.82 |
6M High / 6M Low: |
4.77 |
1.82 |
High (YTD): |
05/01/2024 |
4.68 |
Low (YTD): |
06/06/2024 |
1.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.06% |
Volatility 6M: |
|
86.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |