UBS Call 385 MSFT 21.03.2025/  CH1329499151  /

UBS Investment Bank
2024-07-24  9:56:54 PM Chg.-1.060 Bid- Ask- Underlying Strike price Expiration date Option type
6.410EUR -14.19% -
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: 5.44
Leverage: Yes

Calculated values

Fair value: 6.68
Intrinsic value: 5.52
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 5.52
Time value: 2.02
Break-even: 430.25
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 0.80%
Delta: 0.80
Theta: -0.08
Omega: 4.35
Rho: 1.66
 

Quote data

Open: 7.290
High: 7.340
Low: 6.290
Previous Close: 7.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.60%
1 Month
  -21.64%
3 Months  
+21.17%
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:   -