UBS Call 342 MSFT 20.06.2025
/ CH1302928028
UBS Call 342 MSFT 20.06.2025/ CH1302928028 /
| 10/01/2025 09:03:18 |
Chg.+0.05 |
Bid19:25:19 |
Ask19:25:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.95EUR |
+0.56% |
8.89
Bid Size: 50,000 |
8.91
Ask Size: 50,000 |
Microsoft Corporatio... |
342.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9NEE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
342.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.50 |
| Intrinsic value: |
8.02 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
8.02 |
| Time value: |
1.03 |
| Break-even: |
422.65 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
0.89% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
3.99 |
| Rho: |
1.19 |
Quote data
| Open: |
8.95 |
| High: |
8.95 |
| Low: |
8.95 |
| Previous Close: |
8.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.64% |
| 1 Month |
|
|
-17.05% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
-5.89% |
| 1 Year |
|
|
+19.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.23 |
8.72 |
| 1M High / 1M Low: |
11.71 |
8.72 |
| 6M High / 6M Low: |
13.12 |
7.51 |
| High (YTD): |
07/01/2025 |
9.23 |
| Low (YTD): |
03/01/2025 |
8.72 |
| 52W High: |
08/07/2024 |
13.19 |
| 52W Low: |
10/01/2024 |
7.49 |
| Avg. price 1W: |
|
8.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.34% |
| Volatility 6M: |
|
75.60% |
| Volatility 1Y: |
|
66.07% |
| Volatility 3Y: |
|
- |