UBS Call 166 SAP 17.06.2024
/ CH1319907098
UBS Call 166 SAP 17.06.2024/ CH1319907098 /
| 2024-06-06 8:33:34 AM |
Chg.+0.110 |
Bid8:02:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+15.71% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
166.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2G7C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
0.55 |
| Time value: |
0.24 |
| Break-even: |
173.90 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.19 |
| Omega: |
15.32 |
| Rho: |
0.03 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.32% |
| 1 Month |
|
|
+6.58% |
| 3 Months |
|
|
-42.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.360 |
| 1M High / 1M Low: |
1.610 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.086 |
| Avg. volume 1M: |
|
227.273 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
