UBS Call 83 SRB 16.01.2026
/ DE000UM36C30
UBS Call 83 SRB 16.01.2026/ DE000UM36C30 /
| 2024-05-22 8:14:20 AM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
0.900
Bid Size: 25,000 |
0.930
Ask Size: 25,000 |
STARBUCKS CORP. |
83.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM36C3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-1.14 |
| Time value: |
0.95 |
| Break-even: |
92.50 |
| Moneyness: |
0.86 |
| Premium: |
0.29 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.44 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-43.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.780 |
| 1M High / 1M Low: |
1.620 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
