UBSW Unknown/ CH1237835959 /
28/05/2024 21:54:52 | Chg.-0.330 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.940EUR | -5.26% | - Bid Size: - |
- 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: | 2.93 |
Leverage: | Yes |
Calculated values
Fair value: | 6.27 |
---|---|
Intrinsic value: | 6.24 |
Implied volatility: | - |
Historic volatility: | 0.20 |
Parity: | 6.24 |
Time value: | -0.08 |
Break-even: | 179.60 |
Moneyness: | 1.53 |
Premium: | 0.00 |
Premium p.a.: | -0.08 |
Spread abs.: | -0.11 |
Spread %: | -1.75% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 6.250 |
---|---|
High: | 6.390 |
Low: | 5.870 |
Previous Close: | 6.270 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.19% | ||
---|---|---|---|
1 Month | +6.45% | ||
3 Months | +7.61% | ||
YTD | +140.49% | ||
1 Year | +264.42% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.270 | 6.130 |
---|---|---|
1M High / 1M Low: | 6.270 | 5.060 |
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: | 6.212 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.799 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.670 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 3.126 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 40.25% | |
Volatility 6M: | 80.41% | |
Volatility 1Y: | 95.37% | |
Volatility 3Y: | - |