UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
| 30/05/2024 09:17:04 |
Chg.-0.81 |
Bid18:39:54 |
Ask18:39:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.44EUR |
-12.96% |
5.26
Bid Size: 5,000 |
-
Ask Size: - |
SAP SE O.N. |
116.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
28/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.00 |
| Intrinsic value: |
5.98 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.21 |
| Parity: |
5.98 |
| Time value: |
0.27 |
| Break-even: |
178.50 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.29 |
| Spread %: |
4.87% |
| Delta: |
0.92 |
| Theta: |
-0.25 |
| Omega: |
2.59 |
| Rho: |
0.05 |
Quote data
| Open: |
5.44 |
| High: |
5.44 |
| Low: |
5.44 |
| Previous Close: |
6.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.95% |
| 1 Month |
|
|
-0.55% |
| 3 Months |
|
|
-6.04% |
| YTD |
|
|
+108.43% |
| 1 Year |
|
|
+223.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.55 |
6.25 |
| 1M High / 1M Low: |
6.55 |
5.28 |
| 6M High / 6M Low: |
6.70 |
2.32 |
| High (YTD): |
27/03/2024 |
6.70 |
| Low (YTD): |
04/01/2024 |
2.32 |
| 52W High: |
27/03/2024 |
6.70 |
| 52W Low: |
26/07/2023 |
1.33 |
| Avg. price 1W: |
|
6.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
42.67% |
| Volatility 6M: |
|
74.01% |
| Volatility 1Y: |
|
89.11% |
| Volatility 3Y: |
|
- |
