UBS Call 144 SAP 20.12.2024
/ CH1259655087
UBS Call 144 SAP 20.12.2024/ CH1259655087 /
| 6/3/2024 8:11:36 AM |
Chg.+0.06 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
+1.97% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
2.20 |
| Time value: |
0.82 |
| Break-even: |
174.20 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
4.34 |
| Rho: |
0.55 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.11 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.88% |
| 1 Month |
|
|
+2.98% |
| 3 Months |
|
|
-13.13% |
| YTD |
|
|
+170.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.05 |
| 1M High / 1M Low: |
4.20 |
3.02 |
| 6M High / 6M Low: |
4.31 |
0.95 |
| High (YTD): |
3/27/2024 |
4.31 |
| Low (YTD): |
1/4/2024 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
179.24 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.32% |
| Volatility 6M: |
|
111.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
