UBS Call 342 MSFT 20.06.2025
/ CH1302928028
UBS Call 342 MSFT 20.06.2025/ CH1302928028 /
| 10/15/2024 9:02:31 AM |
Chg.-0.07 |
Bid12:12:41 PM |
Ask12:12:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.65EUR |
-0.80% |
8.64
Bid Size: 25,000 |
8.70
Ask Size: 25,000 |
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: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.88 |
| Intrinsic value: |
7.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
7.07 |
| Time value: |
1.57 |
| Break-even: |
399.90 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
3.76 |
| Rho: |
1.62 |
Quote data
| Open: |
8.65 |
| High: |
8.65 |
| Low: |
8.65 |
| Previous Close: |
8.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.91% |
| 1 Month |
|
|
-5.46% |
| 3 Months |
|
|
-28.39% |
| YTD |
|
|
+23.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.72 |
7.87 |
| 1M High / 1M Low: |
10.11 |
7.87 |
| 6M High / 6M Low: |
13.19 |
7.51 |
| High (YTD): |
7/8/2024 |
13.19 |
| Low (YTD): |
1/5/2024 |
6.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.09% |
| Volatility 6M: |
|
67.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
