UBS Call 100 SRB 20.09.2024
/ CH1272017588
UBS Call 100 SRB 20.09.2024/ CH1272017588 /
2024-08-16 8:16:15 AM |
Chg.+0.006 |
Bid9:56:56 PM |
Ask9:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+4.48% |
- Bid Size: - |
- Ask Size: - |
STARBUCKS CORP. |
100.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL55TJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
STARBUCKS CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.33 |
Parity: |
-1.35 |
Time value: |
0.18 |
Break-even: |
101.76 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
4.46 |
Spread abs.: |
0.06 |
Spread %: |
53.04% |
Delta: |
0.23 |
Theta: |
-0.06 |
Omega: |
11.08 |
Rho: |
0.02 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.134 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13900.00% |
1 Month |
|
|
+636.84% |
3 Months |
|
|
+324.24% |
YTD |
|
|
-78.46% |
1 Year |
|
|
-87.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.187 |
0.001 |
1M High / 1M Low: |
0.187 |
0.001 |
6M High / 6M Low: |
0.580 |
0.001 |
High (YTD): |
2024-01-31 |
0.730 |
Low (YTD): |
2024-08-13 |
0.001 |
52W High: |
2023-11-16 |
1.430 |
52W Low: |
2024-08-13 |
0.001 |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.477 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
62,727.75% |
Volatility 6M: |
|
26,117.65% |
Volatility 1Y: |
|
18,375.76% |
Volatility 3Y: |
|
- |