UBS Call 97 SRB 16.01.2026
/ CH1319903733
UBS Call 97 SRB 16.01.2026/ CH1319903733 /
| 19/09/2024 08:53:42 |
Chg.-0.02 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-1.57% |
-
Bid Size: - |
-
Ask Size: - |
STARBUCKS CORP. |
97.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2FBV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
-1.05 |
| Time value: |
1.30 |
| Break-even: |
110.00 |
| Moneyness: |
0.89 |
| Premium: |
0.27 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
4.84% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
3.51 |
| Rho: |
0.43 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.35% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+111.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.27 |
| 1M High / 1M Low: |
1.46 |
1.05 |
| 6M High / 6M Low: |
1.46 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.23% |
| Volatility 6M: |
|
291.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
