UBS Call 174 SAP 17.06.2024
/ CH1319907130
UBS Call 174 SAP 17.06.2024/ CH1319907130 /
| 2024-05-27 10:53:03 AM |
Chg.-0.070 |
Bid10:53:03 AM |
Ask10:53:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-8.86% |
0.720
Bid Size: 100,000 |
0.730
Ask Size: 100,000 |
SAP SE O.N. |
174.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2QVB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
174.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.19 |
| Break-even: |
182.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
16.88 |
| Rho: |
0.07 |
Quote data
| Open: |
0.760 |
| High: |
0.780 |
| Low: |
0.710 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.810 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
