UBS Call 170 SAP 17.06.2024
/ CH1319907114
UBS Call 170 SAP 17.06.2024/ CH1319907114 /
| 6/12/2024 9:54:25 PM |
Chg.+0.650 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+116.07% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
170.00 EUR |
6/17/2024 |
Call |
Master data
| WKN: |
UM19VF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
6/17/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.54 |
| Time value: |
0.03 |
| Break-even: |
175.70 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
27.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
1.240 |
| Low: |
0.630 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.25% |
| 1 Month |
|
|
+61.33% |
| 3 Months |
|
|
+5.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.560 |
| 1M High / 1M Low: |
1.210 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
