UBS Call 95 SAP 17.06.2024
/ CH1223942447
UBS Call 95 SAP 17.06.2024/ CH1223942447 /
| 2024-05-17 9:31:44 AM |
Chg.-0.060 |
Bid9:41:29 AM |
Ask9:38:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.080EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
95.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8JP3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.46 |
| Intrinsic value: |
8.43 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
8.43 |
| Time value: |
-0.36 |
| Break-even: |
175.70 |
| Moneyness: |
1.89 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.060 |
| High: |
8.080 |
| Low: |
8.060 |
| Previous Close: |
8.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.74% |
| 1 Month |
|
|
+1.13% |
| 3 Months |
|
|
+6.18% |
| YTD |
|
|
+74.89% |
| 1 Year |
|
|
+153.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
8.080 |
| 1M High / 1M Low: |
8.270 |
7.400 |
| 6M High / 6M Low: |
8.820 |
4.280 |
| High (YTD): |
2024-03-26 |
8.820 |
| Low (YTD): |
2024-01-04 |
4.280 |
| 52W High: |
2024-03-26 |
8.820 |
| 52W Low: |
2023-07-26 |
2.920 |
| Avg. price 1W: |
|
8.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.074 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.42% |
| Volatility 6M: |
|
52.29% |
| Volatility 1Y: |
|
55.01% |
| Volatility 3Y: |
|
- |
