UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
| 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: |
|
- |
