UBS Call 130 SAP 20.09.2024
/ CH1272043055
UBS Call 130 SAP 20.09.2024/ CH1272043055 /
| 2024-05-31 10:31:17 AM |
Chg.-0.32 |
Bid9:51:54 PM |
Ask9:51:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
-7.55% |
3.91
Bid Size: 5,000 |
-
Ask Size: - |
SAP SE O.N. |
130.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6DZN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.86 |
| Time value: |
0.03 |
| Break-even: |
168.90 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
4.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.83% |
| 1 Month |
|
|
-2.97% |
| 3 Months |
|
|
-13.27% |
| YTD |
|
|
+129.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
4.24 |
| 1M High / 1M Low: |
5.32 |
3.96 |
| 6M High / 6M Low: |
5.32 |
1.43 |
| High (YTD): |
2024-05-23 |
5.32 |
| Low (YTD): |
2024-01-04 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.69 |
| Avg. volume 6M: |
|
40.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.78% |
| Volatility 6M: |
|
97.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
