UBS Call 95 SAP 17.06.2024
/ CH1223942447
UBS Call 95 SAP 17.06.2024/ CH1223942447 /
| 17/05/2024 09:31:44 |
Chg.-0.060 |
Bid09:41:29 |
Ask09:38:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.080EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
95.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.66 |
| Intrinsic value: |
7.65 |
| Implied volatility: |
2.96 |
| Historic volatility: |
0.21 |
| Parity: |
7.65 |
| Time value: |
0.41 |
| Break-even: |
175.60 |
| Moneyness: |
1.81 |
| Premium: |
0.02 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.60 |
| Omega: |
1.96 |
| Rho: |
0.02 |
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 |
|
|
0.00% |
| 1 Month |
|
|
+6.04% |
| 3 Months |
|
|
-0.62% |
| YTD |
|
|
+74.89% |
| 1 Year |
|
|
+139.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.270 |
7.620 |
| 6M High / 6M Low: |
8.820 |
4.280 |
| High (YTD): |
26/03/2024 |
8.820 |
| Low (YTD): |
04/01/2024 |
4.280 |
| 52W High: |
26/03/2024 |
8.820 |
| 52W Low: |
26/07/2023 |
2.920 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.148 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
32.94% |
| Volatility 6M: |
|
53.46% |
| Volatility 1Y: |
|
55.54% |
| Volatility 3Y: |
|
- |
