UBS Call 140 SAP 20.12.2024
/ CH1259655061
UBS Call 140 SAP 20.12.2024/ CH1259655061 /
| 05/06/2024 17:49:31 |
Chg.+0.220 |
Bid17:49:31 |
Ask17:49:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+6.29% |
3.720
Bid Size: 5,000 |
3.730
Ask Size: 5,000 |
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: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
0.64 |
| Break-even: |
175.00 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.06 |
| Rho: |
0.58 |
Quote data
| Open: |
3.520 |
| High: |
3.720 |
| Low: |
3.470 |
| Previous Close: |
3.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
+5.68% |
| 3 Months |
|
|
-3.88% |
| YTD |
|
|
+181.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.140 |
3.280 |
| 1M High / 1M Low: |
4.540 |
3.280 |
| 6M High / 6M Low: |
4.660 |
1.100 |
| High (YTD): |
26/03/2024 |
4.660 |
| Low (YTD): |
04/01/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.58% |
| Volatility 6M: |
|
107.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
