UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
| 2024-07-04 6:57:30 PM |
Chg.+0.070 |
Bid6:59:59 PM |
Ask6:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.800EUR |
+0.80% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.19 |
| Intrinsic value: |
7.02 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
7.02 |
| Time value: |
2.12 |
| Break-even: |
448.18 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.36 |
| Spread %: |
4.10% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
3.84 |
| Rho: |
1.85 |
Quote data
| Open: |
8.860 |
| High: |
8.900 |
| Low: |
8.650 |
| Previous Close: |
8.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.01% |
| 1 Month |
|
|
+59.42% |
| 3 Months |
|
|
+29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.730 |
8.250 |
| 1M High / 1M Low: |
8.730 |
5.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
