UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
| 2024-11-19 1:51:45 PM |
Chg.-0.090 |
Bid2:11:45 PM |
Ask2:11:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.140EUR |
-2.13% |
4.140
Bid Size: 25,000 |
4.200
Ask Size: 25,000 |
Microsoft Corporatio... |
385.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM3BZK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
2.90 |
| Time value: |
1.31 |
| Break-even: |
405.49 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
6.97 |
| Rho: |
0.84 |
Quote data
| Open: |
4.220 |
| High: |
4.260 |
| Low: |
4.130 |
| Previous Close: |
4.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.66% |
| 1 Month |
|
|
-12.84% |
| 3 Months |
|
|
-20.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.280 |
4.230 |
| 1M High / 1M Low: |
6.000 |
3.840 |
| 6M High / 6M Low: |
9.370 |
3.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.913 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.98% |
| Volatility 6M: |
|
102.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
