UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
6/28/2024 7:32:17 PM |
Chg.-0.080 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.300EUR |
-0.95% |
7.760 Bid Size: 50,000 |
8.120 Ask Size: 50,000 |
Microsoft Corporatio... |
385.00 USD |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
3/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.11 |
Intrinsic value: |
5.78 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
5.78 |
Time value: |
2.39 |
Break-even: |
441.04 |
Moneyness: |
1.16 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.36 |
Spread %: |
4.61% |
Delta: |
0.79 |
Theta: |
-0.08 |
Omega: |
4.04 |
Rho: |
1.80 |
Quote data
Open: |
8.460 |
High: |
8.510 |
Low: |
8.260 |
Previous Close: |
8.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.59% |
1 Month |
|
|
+24.25% |
3 Months |
|
|
+23.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.380 |
8.050 |
1M High / 1M Low: |
8.380 |
4.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |