UBS Call 144 SAP 20.12.2024
/ CH1259655087
UBS Call 144 SAP 20.12.2024/ CH1259655087 /
| 04/06/2024 08:11:47 |
Chg.-0.02 |
Bid10:56:14 |
Ask10:56:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
-0.64% |
3.08
Bid Size: 100,000 |
3.09
Ask Size: 100,000 |
SAP SE O.N. |
144.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.43 |
| Time value: |
0.71 |
| Break-even: |
175.40 |
| 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: |
4.37 |
| Rho: |
0.58 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.43% |
| 1 Month |
|
|
+2.32% |
| 3 Months |
|
|
-17.60% |
| YTD |
|
|
+168.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.05 |
| 1M High / 1M Low: |
4.20 |
3.05 |
| 6M High / 6M Low: |
4.31 |
0.95 |
| High (YTD): |
27/03/2024 |
4.31 |
| Low (YTD): |
04/01/2024 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.86 |
| Avg. volume 6M: |
|
177.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.95% |
| Volatility 6M: |
|
110.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
