UBS Call 91 SRB 20.09.2024
/ CH1297157187
UBS Call 91 SRB 20.09.2024/ CH1297157187 /
| 09/09/2024 08:16:42 |
Chg.-0.005 |
Bid11:16:46 |
Ask11:16:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-2.48% |
0.199
Bid Size: 7,500 |
-
Ask Size: - |
STARBUCKS CORP. |
91.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL8G8E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.33 |
| Parity: |
-0.88 |
| Time value: |
0.18 |
| Break-even: |
92.76 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
53.82 |
| Spread abs.: |
-0.01 |
| Spread %: |
-6.88% |
| Delta: |
0.26 |
| Theta: |
-0.18 |
| Omega: |
12.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.202 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.75% |
| 1 Month |
|
|
+19600.00% |
| 3 Months |
|
|
+14.53% |
| YTD |
|
|
-81.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.202 |
| 1M High / 1M Low: |
0.730 |
0.001 |
| 6M High / 6M Low: |
0.760 |
0.001 |
| High (YTD): |
09/02/2024 |
1.070 |
| Low (YTD): |
13/08/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208,216.79% |
| Volatility 6M: |
|
81,998.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
