UBS Call 140 SAP 20.12.2024
/ CH1259655061
UBS Call 140 SAP 20.12.2024/ CH1259655061 /
| 28/05/2024 19:38:48 |
Chg.-0.300 |
Bid21:54:39 |
Ask21:54:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.240EUR |
-6.61% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
140.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL58VC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
4.04 |
| Time value: |
0.51 |
| Break-even: |
185.50 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.58 |
| Rho: |
0.66 |
Quote data
| Open: |
4.590 |
| High: |
4.640 |
| Low: |
4.190 |
| Previous Close: |
4.540 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.93% |
| 1 Month |
|
|
+17.78% |
| 3 Months |
|
|
+9.28% |
| YTD |
|
|
+223.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
4.240 |
| 1M High / 1M Low: |
4.640 |
3.390 |
| 6M High / 6M Low: |
4.710 |
1.120 |
| High (YTD): |
26/03/2024 |
4.710 |
| Low (YTD): |
04/01/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.34% |
| Volatility 6M: |
|
105.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
