UBS Call 144 SAP 20.12.2024
/ CH1259655087
UBS Call 144 SAP 20.12.2024/ CH1259655087 /
| 6/5/2024 11:16:57 AM |
Chg.+0.060 |
Bid11:16:57 AM |
Ask11:16:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
+1.90% |
3.220
Bid Size: 100,000 |
3.230
Ask Size: 100,000 |
SAP SE O.N. |
144.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL6JCK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
6/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.46 |
| Time value: |
0.71 |
| Break-even: |
175.70 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
4.34 |
| Rho: |
0.57 |
Quote data
| Open: |
3.180 |
| High: |
3.230 |
| Low: |
3.130 |
| Previous Close: |
3.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.04% |
| 1 Month |
|
|
+0.94% |
| 3 Months |
|
|
-9.30% |
| YTD |
|
|
+187.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
2.950 |
| 1M High / 1M Low: |
4.180 |
2.950 |
| 6M High / 6M Low: |
4.310 |
0.930 |
| High (YTD): |
3/26/2024 |
4.310 |
| Low (YTD): |
1/4/2024 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.25% |
| Volatility 6M: |
|
113.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
