UBS Call 435 MSFT 17.01.2025
/ CH1306636437
UBS Call 435 MSFT 17.01.2025/ CH1306636437 /
10/01/2025 18:20:35 |
Chg.-0.019 |
Bid18:20:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
-44.19% |
0.024 Bid Size: 50,000 |
- Ask Size: - |
Microsoft Corporatio... |
435.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
UL991N |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
435.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1,330.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.19 |
Parity: |
-1.01 |
Time value: |
0.03 |
Break-even: |
422.78 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
2.69 |
Spread abs.: |
-0.01 |
Spread %: |
-27.91% |
Delta: |
0.09 |
Theta: |
-0.09 |
Omega: |
121.98 |
Rho: |
0.01 |
Quote data
Open: |
0.029 |
High: |
0.091 |
Low: |
0.008 |
Previous Close: |
0.043 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-85.71% |
1 Month |
|
|
-98.48% |
3 Months |
|
|
-98.27% |
YTD |
|
|
-93.51% |
1 Year |
|
|
-98.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.043 |
1M High / 1M Low: |
2.350 |
0.043 |
6M High / 6M Low: |
5.280 |
0.043 |
High (YTD): |
06/01/2025 |
0.260 |
Low (YTD): |
09/01/2025 |
0.043 |
52W High: |
10/07/2024 |
5.280 |
52W Low: |
09/01/2025 |
0.043 |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.693 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.480 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
467.40% |
Volatility 6M: |
|
287.36% |
Volatility 1Y: |
|
221.85% |
Volatility 3Y: |
|
- |