UBS Call 140 SAP 20.12.2024
/ CH1259655061
UBS Call 140 SAP 20.12.2024/ CH1259655061 /
| 5/31/2024 7:36:33 PM |
Chg.-0.070 |
Bid7:47:59 PM |
Ask7:47:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.240EUR |
-2.11% |
3.260
Bid Size: 5,000 |
3.270
Ask Size: 5,000 |
SAP SE O.N. |
140.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
0.48 |
| Break-even: |
173.40 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.83% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
4.47 |
| Rho: |
0.64 |
Quote data
| Open: |
3.350 |
| High: |
3.360 |
| Low: |
3.200 |
| Previous Close: |
3.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.16% |
| 1 Month |
|
|
-6.36% |
| 3 Months |
|
|
-16.49% |
| YTD |
|
|
+147.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.540 |
3.310 |
| 1M High / 1M Low: |
4.640 |
3.310 |
| 6M High / 6M Low: |
4.710 |
1.120 |
| High (YTD): |
3/26/2024 |
4.710 |
| Low (YTD): |
1/4/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.89% |
| Volatility 6M: |
|
109.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
