UBS Call 150 SAP/ CH1272042982 /
| 2024-06-14 3:45:22 PM | Chg.-0.150 | Bid5:21:21 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.650EUR | -5.36% | - Bid Size: - |
- Ask Size: - |
SAP SE O.N. | 150.00 - | 2024-06-17 | Call |
Master data
| WKN: | UL552H |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 2.48 |
| Implied volatility: | 1.38 |
| Historic volatility: | 0.22 |
| Parity: | 2.48 |
| Time value: | 0.05 |
| Break-even: | 175.30 |
| Moneyness: | 1.17 |
| Premium: | 0.00 |
| Premium p.a.: | 0.72 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.94 |
| Theta: | -0.55 |
| Omega: | 6.49 |
| Rho: | 0.01 |
Quote data
| Open: | 2.860 |
|---|---|
| High: | 2.860 |
| Low: | 2.580 |
| Previous Close: | 2.800 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -0.75% | ||
|---|---|---|---|
| 1 Month | -5.69% | ||
| 3 Months | +6.43% | ||
| YTD | +502.27% | ||
| 1 Year | +597.37% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.160 | 2.540 |
|---|---|---|
| 1M High / 1M Low: | 3.190 | 1.660 |
| 6M High / 6M Low: | 3.400 | 0.320 |
| High (YTD): | 2024-03-26 | 3.400 |
| Low (YTD): | 2024-01-04 | 0.320 |
| 52W High: | 2024-03-26 | 3.400 |
| 52W Low: | 2023-09-26 | 0.170 |
| Avg. price 1W: | 2.764 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.654 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.042 | |
| Avg. volume 6M: | 41.322 | |
| Avg. price 1Y: | 1.166 | |
| Avg. volume 1Y: | 19.920 | |
| Volatility 1M: | 226.49% | |
| Volatility 6M: | 203.56% | |
| Volatility 1Y: | 192.17% | |
| Volatility 3Y: | - |
