UBS Call 165 SAP 17.06.2024
/ CH1319907080
UBS Call 165 SAP 17.06.2024/ CH1319907080 /
| 2024-05-23 7:39:18 PM |
Chg.+0.150 |
Bid8:46:42 PM |
Ask8:46:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+9.74% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
165.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2P43 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.43 |
| Time value: |
0.09 |
| Break-even: |
180.20 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
10.80 |
| Rho: |
0.10 |
Quote data
| Open: |
1.750 |
| High: |
1.790 |
| Low: |
1.620 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.13% |
| 1 Month |
|
|
+40.83% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.260 |
| 1M High / 1M Low: |
1.560 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.128 |
| Avg. volume 1M: |
|
238.095 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
