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 |
Bid09:08:24 |
Ask09:08:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.197EUR |
-2.48% |
0.193 Bid Size: 5,000 |
- 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: |
46.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.33 |
Parity: |
-0.88 |
Time value: |
0.18 |
Break-even: |
92.76 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
28.50 |
Spread abs.: |
-0.01 |
Spread %: |
-6.88% |
Delta: |
0.26 |
Theta: |
-0.15 |
Omega: |
12.36 |
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: |
|
- |