UBS Call 340 MSFT 20.06.2025
/ CH1302928010
UBS Call 340 MSFT 20.06.2025/ CH1302928010 /
7/17/2024 1:18:49 PM |
Chg.-0.550 |
Bid1:18:49 PM |
Ask1:18:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.230EUR |
-4.67% |
11.230 Bid Size: 25,000 |
11.410 Ask Size: 25,000 |
Microsoft Corporatio... |
340.00 USD |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
11/2/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.15 |
Intrinsic value: |
10.05 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
10.05 |
Time value: |
1.79 |
Break-even: |
430.27 |
Moneyness: |
1.32 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
0.51% |
Delta: |
0.89 |
Theta: |
-0.06 |
Omega: |
3.08 |
Rho: |
2.28 |
Quote data
Open: |
11.550 |
High: |
11.550 |
Low: |
11.110 |
Previous Close: |
11.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-6.26% |
3 Months |
|
|
+14.36% |
YTD |
|
|
+57.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.390 |
11.780 |
1M High / 1M Low: |
13.390 |
11.760 |
6M High / 6M Low: |
13.390 |
7.760 |
High (YTD): |
7/10/2024 |
13.390 |
Low (YTD): |
1/5/2024 |
6.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.421 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.190 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.30% |
Volatility 6M: |
|
83.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |