UBS Call 79 SRB 20.09.2024
/ DE000UM5N7K1
UBS Call 79 SRB 20.09.2024/ DE000UM5N7K1 /
| 2024-08-16 3:19:47 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-1.41% |
-
Bid Size: - |
-
Ask Size: - |
STARBUCKS CORP. |
79.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM5N7K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
2.27 |
| Historic volatility: |
0.34 |
| Parity: |
0.57 |
| Time value: |
0.90 |
| Break-even: |
93.70 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
59.10 |
| Spread abs.: |
0.07 |
| Spread %: |
5.00% |
| Delta: |
0.65 |
| Theta: |
-0.63 |
| Omega: |
3.73 |
| Rho: |
0.01 |
Quote data
| Open: |
1.480 |
| High: |
1.490 |
| Low: |
1.390 |
| Previous Close: |
1.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1628.40% |
| 3 Months |
|
|
+154.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.500 |
0.163 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6,502.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
