UBS Call 142 SAP 20.12.2024
/ CH1259655079
UBS Call 142 SAP 20.12.2024/ CH1259655079 /
5/31/2024 1:53:25 PM |
Chg.+0.040 |
Bid2:01:01 PM |
Ask2:01:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.160EUR |
+1.28% |
3.150 Bid Size: 100,000 |
3.160 Ask Size: 100,000 |
SAP SE O.N. |
142.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
6/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.08 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
2.66 |
Time value: |
0.52 |
Break-even: |
173.80 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
1.92% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
4.60 |
Rho: |
0.64 |
Quote data
Open: |
3.180 |
High: |
3.180 |
Low: |
3.050 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.51% |
1 Month |
|
|
-3.95% |
3 Months |
|
|
-15.05% |
YTD |
|
|
+159.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.360 |
3.120 |
1M High / 1M Low: |
4.420 |
3.120 |
6M High / 6M Low: |
4.540 |
1.030 |
High (YTD): |
3/26/2024 |
4.540 |
Low (YTD): |
1/4/2024 |
1.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.872 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.986 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.40% |
Volatility 6M: |
|
113.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |