UBS Call 148 SAP/ CH1259655053 /
5/17/2024 9:23:59 AM | Chg.-0.070 | Bid9:41:07 AM | Ask9:38:27 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.820EUR | -2.42% | - Bid Size: - |
- Ask Size: - |
SAP SE O.N. | 148.00 - | 6/17/2024 | 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: | 6/17/2024 |
Issue date: | 6/6/2023 |
Last trading day: | 5/20/2024 |
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): | 3/26/2024 | 3.580 |
Low (YTD): | 1/4/2024 | 0.370 |
52W High: | 3/26/2024 | 3.580 |
52W Low: | 9/26/2023 | 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: | - |