UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
| 29/05/2024 15:24:42 |
Chg.-0.210 |
Bid15:44:11 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.730EUR |
-3.54% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
118.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL0F9Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
16/12/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.95 |
| Intrinsic value: |
5.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
5.92 |
| Time value: |
0.02 |
| Break-even: |
177.40 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.900 |
| High: |
6.040 |
| Low: |
5.730 |
| Previous Close: |
5.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.43% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
+1.78% |
| YTD |
|
|
+131.98% |
| 1 Year |
|
|
+264.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.340 |
5.940 |
| 1M High / 1M Low: |
6.340 |
5.130 |
| 6M High / 6M Low: |
6.540 |
2.150 |
| High (YTD): |
26/03/2024 |
6.540 |
| Low (YTD): |
04/01/2024 |
2.150 |
| 52W High: |
26/03/2024 |
6.540 |
| 52W Low: |
26/07/2023 |
1.210 |
| Avg. price 1W: |
|
6.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.145 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.56% |
| Volatility 6M: |
|
80.40% |
| Volatility 1Y: |
|
89.73% |
| Volatility 3Y: |
|
- |
