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: |
|
- |