UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
| 31/05/2024 19:30:31 |
Chg.-0.070 |
Bid19:40:23 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.830EUR |
-1.43% |
-
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: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
5.06 |
| Time value: |
-0.17 |
| Break-even: |
166.90 |
| Moneyness: |
1.43 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.940 |
| High: |
4.960 |
| Low: |
4.760 |
| Previous Close: |
4.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.35% |
| 1 Month |
|
|
-6.94% |
| 3 Months |
|
|
-14.21% |
| YTD |
|
|
+95.55% |
| 1 Year |
|
|
+205.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.270 |
4.900 |
| 1M High / 1M Low: |
6.340 |
4.900 |
| 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: |
|
5.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.175 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.08% |
| Volatility 6M: |
|
82.91% |
| Volatility 1Y: |
|
91.02% |
| Volatility 3Y: |
|
- |
