UBS Call 342 MSFT 20.06.2025
/ CH1302928028
UBS Call 342 MSFT 20.06.2025/ CH1302928028 /
| 6/26/2024 11:51:35 AM |
Chg.+0.23 |
Bid9:53:05 PM |
Ask9:53:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.00EUR |
+1.95% |
12.08
Bid Size: 50,000 |
12.44
Ask Size: 50,000 |
Microsoft Corporatio... |
342.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UL9NEE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
342.00 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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.41 |
| Intrinsic value: |
10.17 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
10.17 |
| Time value: |
2.22 |
| Break-even: |
443.25 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.36 |
| Spread %: |
2.99% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
2.94 |
| Rho: |
2.37 |
Quote data
| Open: |
12.00 |
| High: |
12.00 |
| Low: |
12.00 |
| Previous Close: |
11.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.18% |
| 1 Month |
|
|
+16.39% |
| 3 Months |
|
|
+15.72% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.14 |
11.77 |
| 1M High / 1M Low: |
12.14 |
9.00 |
| 6M High / 6M Low: |
12.14 |
6.62 |
| High (YTD): |
6/24/2024 |
12.14 |
| Low (YTD): |
1/5/2024 |
6.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.84% |
| Volatility 6M: |
|
55.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
