UBS Call 146 SAP 17.06.2024
/ CH1259655046
UBS Call 146 SAP 17.06.2024/ CH1259655046 /
| 2024-05-17 9:19:20 AM |
Chg.-0.040 |
Bid9:41:29 AM |
Ask9:38:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
-1.30% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
146.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL55LY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.21 |
| Parity: |
2.55 |
| Time value: |
0.45 |
| Break-even: |
176.00 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.47 |
| Omega: |
4.62 |
| Rho: |
0.03 |
Quote data
| Open: |
3.030 |
| High: |
3.040 |
| Low: |
3.030 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.83% |
| 3 Months |
|
|
-2.88% |
| YTD |
|
|
+424.14% |
| 1 Year |
|
|
+623.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.150 |
2.580 |
| 6M High / 6M Low: |
3.780 |
0.430 |
| High (YTD): |
2024-03-26 |
3.780 |
| Low (YTD): |
2024-01-04 |
0.430 |
| 52W High: |
2024-03-26 |
3.780 |
| 52W Low: |
2023-09-26 |
0.222 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.215 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
84.50% |
| Volatility 6M: |
|
175.35% |
| Volatility 1Y: |
|
174.15% |
| Volatility 3Y: |
|
- |
