UBS Call 165 SAP 17.06.2024
/ CH1319907080
UBS Call 165 SAP 17.06.2024/ CH1319907080 /
| 2024-05-27 8:35:02 AM |
Chg.-0.05 |
Bid6:36:54 PM |
Ask6:36:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-3.14% |
1.62
Bid Size: 5,000 |
1.63
Ask Size: 5,000 |
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: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
1.51 |
| Time value: |
0.09 |
| Break-even: |
181.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
10.18 |
| Rho: |
0.08 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.41% |
| 1 Month |
|
|
+54.00% |
| 3 Months |
|
|
+11.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.37 |
| 1M High / 1M Low: |
1.60 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
