UBS Call 164 SAP 17.06.2024
/ CH1319907072
UBS Call 164 SAP 17.06.2024/ CH1319907072 /
| 2024-05-23 9:41:59 PM |
Chg.+0.070 |
Bid9:41:59 PM |
Ask9:41:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+4.38% |
1.670
Bid Size: 5,000 |
1.680
Ask Size: 5,000 |
SAP SE O.N. |
164.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2P3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.53 |
| Time value: |
0.08 |
| Break-even: |
180.10 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
10.37 |
| Rho: |
0.10 |
Quote data
| Open: |
1.680 |
| High: |
1.910 |
| Low: |
1.650 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.63% |
| 1 Month |
|
|
+28.46% |
| 3 Months |
|
|
+34.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.340 |
| 1M High / 1M Low: |
1.690 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
