UBS Call 152 SAP 17.06.2024
/ CH1302926337
UBS Call 152 SAP 17.06.2024/ CH1302926337 /
| 2024-05-17 9:41:25 AM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-2.42% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
152.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL9P84 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
2.81 |
| Time value: |
-0.40 |
| Break-even: |
176.10 |
| Moneyness: |
1.18 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.30 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.410 |
| High: |
2.530 |
| Low: |
2.380 |
| Previous Close: |
2.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.04% |
| 3 Months |
|
|
+2.11% |
| YTD |
|
|
+536.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.560 |
1.710 |
| 6M High / 6M Low: |
3.140 |
0.260 |
| High (YTD): |
2024-03-26 |
3.140 |
| Low (YTD): |
2024-01-04 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.00% |
| Volatility 6M: |
|
196.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
