UBS Call 176 SAP 17.06.2024
/ CH1319907155
UBS Call 176 SAP 17.06.2024/ CH1319907155 /
| 2024-05-27 8:35:02 AM |
Chg.-0.040 |
Bid3:27:31 PM |
Ask3:27:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-6.25% |
0.650
Bid Size: 100,000 |
0.660
Ask Size: 100,000 |
SAP SE O.N. |
176.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2KD0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.41 |
| Time value: |
0.24 |
| Break-even: |
182.50 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
19.00 |
| Rho: |
0.07 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+57.89% |
| 3 Months |
|
|
-18.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.510 |
| 1M High / 1M Low: |
0.660 |
0.208 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
