UBSW Unknown/ CH1237835959 /
| 04/06/2024 09:23:00 | Chg.-0.080 | Bid09:23:00 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.030EUR | -1.57% | 5.030 Bid Size: 100,000 |
- Ask Size: - |
SAP SE O.N. | 118.00 - | 17/06/2024 | Call |
Master data
| WKN: | UL0F9Q |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 118.00 - |
| Maturity: | 17/06/2024 |
| Issue date: | 16/12/2022 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.81 |
|---|---|
| Intrinsic value: | 4.80 |
| Implied volatility: | 1.28 |
| Historic volatility: | 0.21 |
| Parity: | 4.80 |
| Time value: | 0.15 |
| Break-even: | 167.50 |
| Moneyness: | 1.41 |
| Premium: | 0.01 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.14 |
| Spread %: | 2.91% |
| Delta: | 0.93 |
| Theta: | -0.21 |
| Omega: | 3.13 |
| Rho: | 0.04 |
Quote data
| Open: | 5.090 |
|---|---|
| High: | 5.100 |
| Low: | 4.980 |
| Previous Close: | 5.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.32% | ||
|---|---|---|---|
| 1 Month | -4.73% | ||
| 3 Months | -14.46% | ||
| YTD | +103.64% | ||
| 1 Year | +195.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.940 | 4.810 |
|---|---|---|
| 1M High / 1M Low: | 6.270 | 4.810 |
| 6M High / 6M Low: | 6.470 | 2.110 |
| High (YTD): | 26/03/2024 | 6.470 |
| Low (YTD): | 04/01/2024 | 2.110 |
| 52W High: | 26/03/2024 | 6.470 |
| 52W Low: | 26/07/2023 | 1.200 |
| Avg. price 1W: | 5.302 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.791 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.747 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.198 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 73.55% | |
| Volatility 6M: | 83.23% | |
| Volatility 1Y: | 96.62% | |
| Volatility 3Y: | - |
