UBS Call 144 SAP 20.12.2024
/ CH1259655087
UBS Call 144 SAP 20.12.2024/ CH1259655087 /
| 2024-05-15 8:10:41 AM |
Chg.-0.03 |
Bid4:18:27 PM |
Ask4:18:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
-0.83% |
3.61
Bid Size: 100,000 |
3.62
Ask Size: 100,000 |
SAP SE O.N. |
144.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
3.07 |
| Time value: |
0.55 |
| Break-even: |
180.20 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.25 |
| Rho: |
0.71 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.15% |
| 1 Month |
|
|
+10.43% |
| 3 Months |
|
|
+27.21% |
| YTD |
|
|
+213.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.49 |
| 1M High / 1M Low: |
3.81 |
2.87 |
| 6M High / 6M Low: |
4.31 |
0.95 |
| High (YTD): |
2024-03-27 |
4.31 |
| Low (YTD): |
2024-01-04 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
313.11 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.19% |
| Volatility 6M: |
|
110.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
