UBS Call 132 SAP 20.09.2024
/ CH1272043063
UBS Call 132 SAP 20.09.2024/ CH1272043063 /
| 5/30/2024 10:33:43 AM |
Chg.- |
Bid10:13:29 AM |
Ask10:13:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
- |
3.75
Bid Size: 100,000 |
3.76
Ask Size: 100,000 |
SAP SE O.N. |
132.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
4.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.97% |
| 1 Month |
|
|
+4.85% |
| 3 Months |
|
|
-5.08% |
| YTD |
|
|
+160.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.13 |
4.11 |
| 1M High / 1M Low: |
5.18 |
3.84 |
| 6M High / 6M Low: |
5.18 |
1.31 |
| High (YTD): |
5/23/2024 |
5.18 |
| Low (YTD): |
1/4/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.56% |
| Volatility 6M: |
|
100.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
