UBS Call 170 SAP 17.06.2024
/ CH1319907114
UBS Call 170 SAP 17.06.2024/ CH1319907114 /
| 2024-05-23 9:15:16 PM |
Chg.+0.040 |
Bid9:15:16 PM |
Ask9:15:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+3.77% |
1.100
Bid Size: 5,000 |
1.110
Ask Size: 5,000 |
SAP SE O.N. |
170.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM19VF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.93 |
| Time value: |
0.14 |
| Break-even: |
180.70 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.84 |
| Theta: |
-0.07 |
| Omega: |
14.02 |
| Rho: |
0.10 |
Quote data
| Open: |
1.120 |
| High: |
1.350 |
| Low: |
1.100 |
| Previous Close: |
1.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.53% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
+23.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.830 |
| 1M High / 1M Low: |
1.140 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
