UBS Call 170 SAP 17.06.2024
/ CH1319907114
UBS Call 170 SAP 17.06.2024/ CH1319907114 /
| 2024-05-27 8:35:02 AM |
Chg.-0.05 |
Bid5:49:20 PM |
Ask5:49:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-4.42% |
1.16
Bid Size: 5,000 |
1.17
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: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.01 |
| Time value: |
0.13 |
| Break-even: |
181.40 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
13.26 |
| Rho: |
0.08 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
+61.19% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.94 |
| 1M High / 1M Low: |
1.14 |
0.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
