UBS Call 168 SAP 17.06.2024
/ CH1319907106
UBS Call 168 SAP 17.06.2024/ CH1319907106 /
| 2024-05-27 8:35:02 AM |
Chg.-0.05 |
Bid1:32:01 PM |
Ask1:32:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-3.82% |
1.25
Bid Size: 100,000 |
1.26
Ask Size: 100,000 |
SAP SE O.N. |
168.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2QVD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.21 |
| Time value: |
0.11 |
| Break-even: |
181.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
11.89 |
| Rho: |
0.08 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
+59.49% |
| 3 Months |
|
|
+6.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.10 |
| 1M High / 1M Low: |
1.32 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
