UBS Call 130 SAP 17.06.2024
/ DE000UL2UMJ0
UBS Call 130 SAP 17.06.2024/ DE000UL2UMJ0 /
| 17/05/2024 17:44:16 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+0.98% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
130.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL2UMJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
23/03/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
4.70 |
| Time value: |
-3.64 |
| Break-even: |
140.60 |
| Moneyness: |
1.36 |
| Premium: |
-0.21 |
| Premium p.a.: |
-0.94 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.020 |
| High: |
1.040 |
| Low: |
1.020 |
| Previous Close: |
1.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+4.04% |
| 3 Months |
|
|
+8.42% |
| YTD |
|
|
+58.46% |
| 1 Year |
|
|
+151.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
1.020 |
| 1M High / 1M Low: |
1.030 |
0.960 |
| 6M High / 6M Low: |
1.030 |
0.560 |
| High (YTD): |
17/05/2024 |
1.030 |
| Low (YTD): |
04/01/2024 |
0.560 |
| 52W High: |
17/05/2024 |
1.030 |
| 52W Low: |
26/07/2023 |
0.300 |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.639 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
18.60% |
| Volatility 6M: |
|
46.03% |
| Volatility 1Y: |
|
76.91% |
| Volatility 3Y: |
|
- |
