UBS Call 144 SAP 20.12.2024
/ CH1259655087
UBS Call 144 SAP 20.12.2024/ CH1259655087 /
| 5/29/2024 9:54:29 AM |
Chg.+0.020 |
Bid9:54:29 AM |
Ask9:54:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
+0.52% |
3.900
Bid Size: 100,000 |
3.910
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: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
3.32 |
| Time value: |
0.57 |
| Break-even: |
182.90 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.99 |
| Rho: |
0.65 |
Quote data
| Open: |
3.830 |
| High: |
4.010 |
| Low: |
3.820 |
| Previous Close: |
3.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.18% |
| 1 Month |
|
|
+19.27% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
+248.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
3.880 |
| 1M High / 1M Low: |
4.180 |
3.010 |
| 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: |
|
4.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.37% |
| Volatility 6M: |
|
110.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
