UBS Call 85 SAP 17.06.2024
/ DE000UL0SLP7
UBS Call 85 SAP 17.06.2024/ DE000UL0SLP7 /
12/06/2024 09:30:42 |
Chg.+0.020 |
Bid12/06/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+2.06% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
85.00 EUR |
17/06/2024 |
Call |
Master data
WKN: |
UL0SLP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 EUR |
Maturity: |
17/06/2024 |
Issue date: |
06/01/2023 |
Last trading day: |
14/06/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
18.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.04 |
Intrinsic value: |
9.04 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
9.04 |
Time value: |
-8.07 |
Break-even: |
94.70 |
Moneyness: |
2.06 |
Premium: |
-0.46 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.88% |
1 Month |
|
|
-3.88% |
3 Months |
|
|
-2.94% |
YTD |
|
|
-1.98% |
1 Year |
|
|
+7.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.970 |
1M High / 1M Low: |
1.040 |
0.970 |
6M High / 6M Low: |
1.040 |
0.970 |
High (YTD): |
31/05/2024 |
1.040 |
Low (YTD): |
11/06/2024 |
0.970 |
52W High: |
31/05/2024 |
1.040 |
52W Low: |
06/07/2023 |
0.910 |
Avg. price 1W: |
|
1.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.019 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.983 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
21.23% |
Volatility 6M: |
|
12.38% |
Volatility 1Y: |
|
11.51% |
Volatility 3Y: |
|
- |