UBS Call 132 SAP 20.09.2024
/ CH1272043063
UBS Call 132 SAP 20.09.2024/ CH1272043063 /
| 31/05/2024 10:14:24 |
Chg.0.000 |
Bid10:43:28 |
Ask10:43:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
0.00% |
3.820
Bid Size: 100,000 |
3.830
Ask Size: 100,000 |
SAP SE O.N. |
132.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL6GAT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.66 |
| Time value: |
0.13 |
| Break-even: |
169.90 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.750 |
| High: |
3.750 |
| Low: |
3.750 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.45% |
| 1 Month |
|
|
-4.09% |
| 3 Months |
|
|
-14.19% |
| YTD |
|
|
+141.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.070 |
3.750 |
| 1M High / 1M Low: |
5.150 |
3.750 |
| 6M High / 6M Low: |
5.240 |
1.310 |
| High (YTD): |
26/03/2024 |
5.240 |
| Low (YTD): |
04/01/2024 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.33% |
| Volatility 6M: |
|
104.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
