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UBS Call 95 SBUX 20.09.2024/  DE000UL8JJS7  /

UBS Investment Bank
2024-09-11  8:15:04 AM Chg.-0.006 Bid8:15:04 AM Ask- Underlying Strike price Expiration date Option type
0.066EUR -8.33% 0.066
Bid Size: 7,500		 -
Ask Size: -		 Starbucks Corporatio... 95.00 USD 2024-09-20 Call
 

Master data

WKN: UL8JJS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Starbucks Corporation
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 117.64
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.34
Parity: -0.15
Time value: 0.07
Break-even: 86.92
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.86
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.34
Theta: -0.07
Omega: 39.87
Rho: 0.01
 

Quote data

Open: 0.063
High: 0.066
Low: 0.063
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+46.67%
3 Months
  -35.92%
YTD
  -86.80%
1 Year
  -87.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.047
1M High / 1M Low: 0.360 0.046
6M High / 6M Low: 0.360 0.045
High (YTD): 2024-02-09 0.510
Low (YTD): 2024-08-09 0.045
52W High: 2023-11-16 0.720
52W Low: 2024-08-09 0.045
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   2,191.46%
Volatility 6M:   888.60%
Volatility 1Y:   631.86%
Volatility 3Y:   -