UBS Call 136 SAP 20.09.2024
/ CH1272044517
UBS Call 136 SAP 20.09.2024/ CH1272044517 /
| 2024-05-31 10:31:18 AM |
Chg.-0.29 |
Bid4:56:59 PM |
Ask4:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
-7.77% |
3.31
Bid Size: 100,000 |
3.32
Ask Size: 100,000 |
SAP SE O.N. |
136.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL5556 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
3.26 |
| Time value: |
0.16 |
| Break-even: |
170.20 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.79% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
4.88 |
| Rho: |
0.41 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
3.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
-3.10% |
| 3 Months |
|
|
-13.35% |
| YTD |
|
|
+158.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
3.73 |
| 1M High / 1M Low: |
4.80 |
3.48 |
| 6M High / 6M Low: |
4.80 |
1.09 |
| High (YTD): |
2024-05-23 |
4.80 |
| Low (YTD): |
2024-01-04 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.19% |
| Volatility 6M: |
|
109.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
