UBS Call 170 SAP 17.06.2024
/ CH1319907114
UBS Call 170 SAP 17.06.2024/ CH1319907114 /
| 5/20/2024 12:26:54 PM |
Chg.+0.080 |
Bid12:26:54 PM |
Ask12:26:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+8.60% |
1.010
Bid Size: 100,000 |
1.020
Ask Size: 100,000 |
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: |
18.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.70 |
| Time value: |
0.24 |
| Break-even: |
179.40 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
14.09 |
| Rho: |
0.09 |
Quote data
| Open: |
0.930 |
| High: |
1.050 |
| Low: |
0.900 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.67% |
| 1 Month |
|
|
+129.55% |
| 3 Months |
|
|
+80.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.700 |
| 1M High / 1M Low: |
0.930 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
