UBS Call 134 SAP 20.09.2024
/ CH1272044491
UBS Call 134 SAP 20.09.2024/ CH1272044491 /
| 2024-05-31 10:31:18 AM |
Chg.-0.29 |
Bid8:14:02 PM |
Ask8:14:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
-7.40% |
3.50
Bid Size: 5,000 |
3.51
Ask Size: 5,000 |
SAP SE O.N. |
134.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6KPN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
134.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.46 |
| Time value: |
0.14 |
| Break-even: |
170.00 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.69% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.74% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
-12.53% |
| YTD |
|
|
+150.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
3.92 |
| 1M High / 1M Low: |
4.99 |
3.66 |
| 6M High / 6M Low: |
4.99 |
1.20 |
| High (YTD): |
2024-05-23 |
4.99 |
| Low (YTD): |
2024-01-04 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.70% |
| Volatility 6M: |
|
104.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
