UBS Call 95 SAP 17.06.2024
/ CH1223942447
UBS Call 95 SAP 17.06.2024/ CH1223942447 /
| 15/05/2024 10:12:14 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.00EUR |
- |
-
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: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.53 |
| Intrinsic value: |
8.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
8.51 |
| Time value: |
-0.44 |
| Break-even: |
175.70 |
| Moneyness: |
1.90 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.00 |
| High: |
8.00 |
| Low: |
8.00 |
| Previous Close: |
8.10 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
+0.38% |
| YTD |
|
|
+70.58% |
| 1 Year |
|
|
+140.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.28 |
7.27 |
| 6M High / 6M Low: |
8.76 |
4.28 |
| High (YTD): |
27/03/2024 |
8.76 |
| Low (YTD): |
04/01/2024 |
4.28 |
| 52W High: |
27/03/2024 |
8.76 |
| 52W Low: |
26/07/2023 |
2.92 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.96% |
| Volatility 6M: |
|
48.76% |
| Volatility 1Y: |
|
56.33% |
| Volatility 3Y: |
|
- |
