UBS Call 450 MSFT 18.10.2024
/ DE000UM38F84
UBS Call 450 MSFT 18.10.2024/ DE000UM38F84 /
| 2024-07-26 9:50:53 AM |
Chg.-0.090 |
Bid7:33:57 PM |
Ask7:33:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-14.06% |
0.640
Bid Size: 50,000 |
0.650
Ask Size: 50,000 |
Microsoft Corporatio... |
450.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
UM38F8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
71.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.91 |
| Time value: |
0.54 |
| Break-even: |
420.09 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.26 |
| Theta: |
-0.08 |
| Omega: |
18.55 |
| Rho: |
0.22 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.12% |
| 1 Month |
|
|
-41.49% |
| 3 Months |
|
|
-6.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
1.200 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
