UBS Call 83 SRB 16.01.2026
/ DE000UM36C30
UBS Call 83 SRB 16.01.2026/ DE000UM36C30 /
2024-09-26 8:15:45 AM |
Chg.+0.12 |
Bid10:00:18 PM |
Ask10:00:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.87EUR |
+6.86% |
- Bid Size: - |
- Ask Size: - |
STARBUCKS CORP. |
83.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM36C3 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
STARBUCKS CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
83.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
0.29 |
Time value: |
1.59 |
Break-even: |
101.80 |
Moneyness: |
1.04 |
Premium: |
0.18 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.00 |
Rho: |
0.49 |
Quote data
Open: |
1.87 |
High: |
1.87 |
Low: |
1.87 |
Previous Close: |
1.75 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.61% |
1 Month |
|
|
+2.75% |
3 Months |
|
|
+96.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.73 |
1M High / 1M Low: |
2.19 |
1.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |