UBS Call 144 SAP 17.06.2024
/ CH1259655020
UBS Call 144 SAP 17.06.2024/ CH1259655020 /
2024-05-17 9:35:32 AM |
Chg.-0.100 |
Bid9:40:26 AM |
Ask9:38:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.180EUR |
-3.05% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
144.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UL6KFN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
144.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-06-06 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.64 |
Intrinsic value: |
3.61 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
3.61 |
Time value: |
-0.41 |
Break-even: |
176.00 |
Moneyness: |
1.25 |
Premium: |
-0.02 |
Premium p.a.: |
-0.30 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.230 |
High: |
3.230 |
Low: |
3.180 |
Previous Close: |
3.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.26% |
3 Months |
|
|
+1.60% |
YTD |
|
|
+374.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.380 |
2.540 |
6M High / 6M Low: |
3.970 |
0.500 |
High (YTD): |
2024-03-26 |
3.970 |
Low (YTD): |
2024-01-04 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.246 |
Avg. volume 6M: |
|
16.949 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.03% |
Volatility 6M: |
|
166.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |