UBS Call 148 SAP/ CH1259655053 /
| 17/05/2024 09:23:59 | Chg.-0.070 | Bid09:41:07 | Ask09:38:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.820EUR | -2.42% | - Bid Size: - |
- Ask Size: - |
SAP SE O.N. | 148.00 - | 17/06/2024 | Call |
Master data
| WKN: | UL597C |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 148.00 - |
| Maturity: | 17/06/2024 |
| Issue date: | 06/06/2023 |
| Last trading day: | 20/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.68 |
|---|---|
| Intrinsic value: | 2.68 |
| Implied volatility: | 1.85 |
| Historic volatility: | 0.22 |
| Parity: | 2.68 |
| Time value: | 0.12 |
| Break-even: | 176.00 |
| Moneyness: | 1.18 |
| Premium: | 0.01 |
| Premium p.a.: | 2.56 |
| Spread abs.: | -0.01 |
| Spread %: | -0.36% |
| Delta: | 0.90 |
| Theta: | -1.06 |
| Omega: | 5.62 |
| Rho: | 0.01 |
Quote data
| Open: | 2.830 |
|---|---|
| High: | 2.830 |
| Low: | 2.820 |
| Previous Close: | 2.890 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +6.02% | ||
| YTD | +452.94% | ||
| 1 Year | +555.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.820 | 2.820 |
| 6M High / 6M Low: | 3.580 | 0.370 |
| High (YTD): | 26/03/2024 | 3.580 |
| Low (YTD): | 04/01/2024 | 0.370 |
| 52W High: | 26/03/2024 | 3.580 |
| 52W Low: | 26/09/2023 | 0.192 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.820 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.092 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.146 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 186.08% | |
| Volatility 1Y: | 180.45% | |
| Volatility 3Y: | - |
