UBS Call 340 MSFT 20.06.2025
/ CH1302928010
UBS Call 340 MSFT 20.06.2025/ CH1302928010 /
28/08/2024 21:56:56 |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.240EUR |
-1.79% |
- Bid Size: - |
- Ask Size: - |
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: |
4.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.65 |
Intrinsic value: |
6.61 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
6.61 |
Time value: |
1.84 |
Break-even: |
388.70 |
Moneyness: |
1.22 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.72% |
Delta: |
0.84 |
Theta: |
-0.06 |
Omega: |
3.66 |
Rho: |
1.83 |
Quote data
Open: |
8.320 |
High: |
8.500 |
Low: |
7.990 |
Previous Close: |
8.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.59% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
-22.19% |
YTD |
|
|
+15.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.320 |
8.380 |
1M High / 1M Low: |
10.010 |
7.400 |
6M High / 6M Low: |
13.390 |
7.400 |
High (YTD): |
10/07/2024 |
13.390 |
Low (YTD): |
05/01/2024 |
6.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.683 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.82% |
Volatility 6M: |
|
86.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |