UBS Call 385 MSFT 21.03.2025/  CH1329499151  /

UBS Investment Bank
2024-07-25  3:14:30 PM Chg.-0.020 Bid3:14:30 PM Ask3:14:30 PM Underlying Strike price Expiration date Option type
6.390EUR -0.31% 6.390
Bid Size: 25,000
6.570
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: 6.12
Leverage: Yes

Calculated values

Fair value: 5.43
Intrinsic value: 4.05
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 4.05
Time value: 2.42
Break-even: 419.93
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 0.94%
Delta: 0.75
Theta: -0.09
Omega: 4.59
Rho: 1.52
 

Quote data

Open: 6.370
High: 6.420
Low: 6.070
Previous Close: 6.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.88%
1 Month
  -21.88%
3 Months  
+20.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.470 6.410
1M High / 1M Low: 9.350 6.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.030
Avg. volume 1W:   0.000
Avg. price 1M:   8.144
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -