UBS Call 178 SAP 17.06.2024
/ CH1319907163
UBS Call 178 SAP 17.06.2024/ CH1319907163 /
| 2024-05-24 7:25:29 PM |
Chg.-0.090 |
Bid9:42:25 PM |
Ask9:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
178.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2BJ8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
178.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.21 |
| Time value: |
0.31 |
| Break-even: |
183.20 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
21.21 |
| Rho: |
0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.540 |
| Low: |
0.430 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
-20.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.510 |
| 1M High / 1M Low: |
0.600 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
