UBS Call 168 SAP 17.06.2024
/ CH1319907106
UBS Call 168 SAP 17.06.2024/ CH1319907106 /
| 2024-06-12 10:16:59 AM |
Chg.+0.110 |
Bid10:36:08 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+14.47% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
168.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2QVD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
0.01 |
| Break-even: |
175.50 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.03 |
| Omega: |
23.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.870 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.18% |
| 1 Month |
|
|
-4.40% |
| 3 Months |
|
|
-37.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.550 |
| 1M High / 1M Low: |
1.450 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
