UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
| 5/15/2024 3:49:01 PM |
Chg.+0.090 |
Bid4:32:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
+1.53% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
116.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK840M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
5.87 |
| Time value: |
0.02 |
| Break-even: |
174.90 |
| Moneyness: |
1.51 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.940 |
| High: |
5.970 |
| Low: |
5.880 |
| Previous Close: |
5.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
+7.18% |
| 3 Months |
|
|
+19.40% |
| YTD |
|
|
+125.28% |
| 1 Year |
|
|
+264.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.170 |
5.880 |
| 1M High / 1M Low: |
6.170 |
4.930 |
| 6M High / 6M Low: |
6.740 |
2.320 |
| High (YTD): |
3/26/2024 |
6.740 |
| Low (YTD): |
1/4/2024 |
2.320 |
| 52W High: |
3/26/2024 |
6.740 |
| 52W Low: |
7/26/2023 |
1.330 |
| Avg. price 1W: |
|
6.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.132 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.39% |
| Volatility 6M: |
|
79.46% |
| Volatility 1Y: |
|
86.91% |
| Volatility 3Y: |
|
- |
