UBS Call 135 SAP 20.09.2024
/ CH1272044509
UBS Call 135 SAP 20.09.2024/ CH1272044509 /
| 31/05/2024 18:34:31 |
Chg.-0.080 |
Bid18:34:31 |
Ask18:34:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.370EUR |
-2.32% |
3.370
Bid Size: 5,000 |
3.380
Ask Size: 5,000 |
SAP SE O.N. |
135.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL6L1N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.36 |
| Time value: |
0.15 |
| Break-even: |
170.10 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.74% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.510 |
| High: |
3.570 |
| Low: |
3.340 |
| Previous Close: |
3.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.20% |
| 1 Month |
|
|
-7.67% |
| 3 Months |
|
|
-18.80% |
| YTD |
|
|
+145.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.780 |
3.450 |
| 1M High / 1M Low: |
4.780 |
3.450 |
| 6M High / 6M Low: |
4.890 |
1.120 |
| High (YTD): |
26/03/2024 |
4.890 |
| Low (YTD): |
04/01/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.36% |
| Volatility 6M: |
|
109.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
