UBS Call 175 SAP 17.06.2024
/ CH1319907148
UBS Call 175 SAP 17.06.2024/ CH1319907148 /
| 2024-05-23 7:40:40 PM |
Chg.+0.150 |
Bid7:40:40 PM |
Ask7:40:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+22.73% |
0.810
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
SAP SE O.N. |
175.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2MJ6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.43 |
| Time value: |
0.24 |
| Break-even: |
181.70 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
18.71 |
| Rho: |
0.08 |
Quote data
| Open: |
0.720 |
| High: |
0.910 |
| Low: |
0.710 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.31% |
| 1 Month |
|
|
+47.27% |
| 3 Months |
|
|
+24.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.490 |
| 1M High / 1M Low: |
0.730 |
0.225 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
