UBS Put 110 SBUX 21.06.2024
/ DE000UL19085
UBS Put 110 SBUX 21.06.2024/ DE000UL19085 /
| 2024-06-05 1:29:21 PM |
Chg.+0.010 |
Bid1:29:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
0.970
Bid Size: 10,000 |
-
Ask Size: - |
Starbucks Corporatio... |
110.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
UL1908 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Starbucks Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
2.50 |
| Time value: |
-1.53 |
| Break-even: |
91.39 |
| Moneyness: |
1.33 |
| Premium: |
-0.20 |
| Premium p.a.: |
-0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.960 |
| High: |
0.970 |
| Low: |
0.960 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.02% |
| 1 Month |
|
|
-1.02% |
| 3 Months |
|
|
+15.48% |
| YTD |
|
|
+38.57% |
| 1 Year |
|
|
+79.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.960 |
| 1M High / 1M Low: |
1.000 |
0.960 |
| 6M High / 6M Low: |
1.000 |
0.650 |
| High (YTD): |
2024-05-23 |
1.000 |
| Low (YTD): |
2024-02-09 |
0.670 |
| 52W High: |
2024-05-23 |
1.000 |
| 52W Low: |
2023-11-16 |
0.430 |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.712 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
13.36% |
| Volatility 6M: |
|
41.35% |
| Volatility 1Y: |
|
54.73% |
| Volatility 3Y: |
|
- |
