UBS Call 148 SAP 17.06.2024
/ CH1259655053
UBS Call 148 SAP 17.06.2024/ CH1259655053 /
2024-05-17 9:41:03 AM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
-2.09% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
148.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UL597C |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
148.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-06-06 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
3.21 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
3.21 |
Time value: |
-0.41 |
Break-even: |
176.00 |
Moneyness: |
1.22 |
Premium: |
-0.02 |
Premium p.a.: |
-0.30 |
Spread abs.: |
-0.01 |
Spread %: |
-0.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.800 |
High: |
2.920 |
Low: |
2.780 |
Previous Close: |
2.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.84% |
3 Months |
|
|
+3.31% |
YTD |
|
|
+450.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.980 |
2.090 |
6M High / 6M Low: |
3.520 |
0.360 |
High (YTD): |
2024-03-26 |
3.520 |
Low (YTD): |
2024-01-04 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.952 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.17% |
Volatility 6M: |
|
176.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |