UBS Call 340 MSFT 20.06.2025
/ CH1302928010
UBS Call 340 MSFT 20.06.2025/ CH1302928010 /
| 04/07/2024 18:01:41 |
Chg.+0.020 |
Bid18:01:41 |
Ask18:01:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.830EUR |
+0.16% |
12.830
Bid Size: 12,500 |
13.370
Ask Size: 12,500 |
Microsoft Corporatio... |
340.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9J98 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.35 |
| Intrinsic value: |
11.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
11.19 |
| Time value: |
1.98 |
| Break-even: |
446.77 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.36 |
| Spread %: |
2.81% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
2.87 |
| Rho: |
2.37 |
Quote data
| Open: |
12.910 |
| High: |
12.960 |
| Low: |
12.600 |
| Previous Close: |
12.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.31% |
| 1 Month |
|
|
+36.93% |
| 3 Months |
|
|
+27.66% |
| YTD |
|
|
+79.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.810 |
11.760 |
| 1M High / 1M Low: |
12.810 |
9.370 |
| 6M High / 6M Low: |
12.810 |
6.680 |
| High (YTD): |
03/07/2024 |
12.810 |
| Low (YTD): |
05/01/2024 |
6.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.818 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.57% |
| Volatility 6M: |
|
82.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
