UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
| 29/05/2024 10:23:16 |
Chg.- |
Bid08:35:01 |
Ask08:35:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
- |
-
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: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
6.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+14.64% |
| 3 Months |
|
|
+6.44% |
| YTD |
|
|
+144.86% |
| 1 Year |
|
|
+281.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.36 |
5.95 |
| 1M High / 1M Low: |
6.36 |
5.17 |
| 6M High / 6M Low: |
6.60 |
2.15 |
| High (YTD): |
27/03/2024 |
6.60 |
| Low (YTD): |
04/01/2024 |
2.15 |
| 52W High: |
27/03/2024 |
6.60 |
| 52W Low: |
26/07/2023 |
1.21 |
| Avg. price 1W: |
|
6.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
42.29% |
| Volatility 6M: |
|
79.28% |
| Volatility 1Y: |
|
94.01% |
| Volatility 3Y: |
|
- |
