UBS Call 142 SAP 20.12.2024
/ CH1259655079
UBS Call 142 SAP 20.12.2024/ CH1259655079 /
| 2024-05-14 7:37:45 PM |
Chg.-0.170 |
Bid9:54:08 PM |
Ask9:54:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.680EUR |
-4.42% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
142.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL6BLU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
3.47 |
| Time value: |
0.37 |
| Break-even: |
180.40 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
4.41 |
| Rho: |
0.79 |
Quote data
| Open: |
3.810 |
| High: |
3.820 |
| Low: |
3.670 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.91% |
| 1 Month |
|
|
+6.05% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+201.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.970 |
3.680 |
| 1M High / 1M Low: |
3.970 |
2.960 |
| 6M High / 6M Low: |
4.540 |
1.030 |
| High (YTD): |
2024-03-26 |
4.540 |
| Low (YTD): |
2024-01-04 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.74% |
| Volatility 6M: |
|
110.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
