UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
11/07/2024 19:33:00 |
Chg.-0.720 |
Bid21:56:57 |
Ask21:56:57 |
Underlying |
Strike price |
Expiration date |
Option type |
8.410EUR |
-7.89% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
385.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
08/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.58 |
Intrinsic value: |
7.50 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
7.50 |
Time value: |
1.90 |
Break-even: |
449.39 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.64% |
Delta: |
0.84 |
Theta: |
-0.08 |
Omega: |
3.84 |
Rho: |
1.85 |
Quote data
Open: |
9.220 |
High: |
9.270 |
Low: |
8.250 |
Previous Close: |
9.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.25% |
1 Month |
|
|
+16.16% |
3 Months |
|
|
+22.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.370 |
8.410 |
1M High / 1M Low: |
9.370 |
7.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |