UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
5/28/2024 7:37:41 PM |
Chg.-0.330 |
Bid9:54:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.940EUR |
-5.26% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
118.00 - |
6/17/2024 |
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: |
6/17/2024 |
Issue date: |
12/16/2022 |
Last trading day: |
6/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.27 |
Intrinsic value: |
6.24 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
6.24 |
Time value: |
-0.08 |
Break-even: |
179.60 |
Moneyness: |
1.53 |
Premium: |
0.00 |
Premium p.a.: |
-0.08 |
Spread abs.: |
-0.11 |
Spread %: |
-1.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.330 |
High: |
6.360 |
Low: |
5.900 |
Previous Close: |
6.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.04% |
1 Month |
|
|
+11.44% |
3 Months |
|
|
+5.51% |
YTD |
|
|
+140.49% |
1 Year |
|
|
+278.34% |
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): |
3/26/2024 |
6.540 |
Low (YTD): |
1/4/2024 |
2.150 |
52W High: |
3/26/2024 |
6.540 |
52W Low: |
7/26/2023 |
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: |
|
- |