UBS Call 142 SAP 20.12.2024
/ CH1259655079
UBS Call 142 SAP 20.12.2024/ CH1259655079 /
05/06/2024 08:12:02 |
Chg.+0.11 |
Bid19:04:05 |
Ask19:04:05 |
Underlying |
Strike price |
Expiration date |
Option type |
3.36EUR |
+3.38% |
3.55 Bid Size: 5,000 |
3.56 Ask Size: 5,000 |
SAP SE O.N. |
142.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
06/06/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.06 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
2.66 |
Time value: |
0.67 |
Break-even: |
175.30 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.30% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
4.20 |
Rho: |
0.58 |
Quote data
Open: |
3.36 |
High: |
3.36 |
Low: |
3.36 |
Previous Close: |
3.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.21% |
1 Month |
|
|
+5.66% |
3 Months |
|
|
-14.29% |
YTD |
|
|
+168.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.01 |
3.21 |
1M High / 1M Low: |
4.38 |
3.21 |
6M High / 6M Low: |
4.48 |
1.03 |
High (YTD): |
27/03/2024 |
4.48 |
Low (YTD): |
04/01/2024 |
1.03 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.49% |
Volatility 6M: |
|
107.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |