UBS Call 385 MSFT 21.03.2025
/ CH1329499151
UBS Call 385 MSFT 21.03.2025/ CH1329499151 /
| 10/4/2024 10:19:25 AM |
Chg.+0.07 |
Bid6:07:18 PM |
Ask6:07:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.79EUR |
+1.48% |
4.85
Bid Size: 50,000 |
4.87
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: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
2.86 |
| Time value: |
1.94 |
| Break-even: |
396.88 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
5.66 |
| Rho: |
1.03 |
Quote data
| Open: |
4.79 |
| High: |
4.79 |
| Low: |
4.79 |
| Previous Close: |
4.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.63% |
| 1 Month |
|
|
+10.37% |
| 3 Months |
|
|
-46.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.52 |
4.72 |
| 1M High / 1M Low: |
6.22 |
4.18 |
| 6M High / 6M Low: |
9.33 |
4.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.16% |
| Volatility 6M: |
|
90.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
