UBS Call 85 SRB 20.09.2024
/ DE000UM31Y70
UBS Call 85 SRB 20.09.2024/ DE000UM31Y70 /
| 8/15/2024 9:56:55 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+4.60% |
-
Bid Size: - |
-
Ask Size: - |
STARBUCKS CORP. |
85.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM31Y7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.33 |
| Parity: |
0.03 |
| Time value: |
0.85 |
| Break-even: |
93.80 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.56 |
| Theta: |
-0.12 |
| Omega: |
5.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.880 |
| High: |
0.950 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90900.00% |
| 1 Month |
|
|
+600.00% |
| 3 Months |
|
|
+506.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.001 |
| 1M High / 1M Low: |
0.910 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14,196.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
