UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
| 2024-05-28 7:40:57 PM |
Chg.-0.330 |
Bid8:57:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.140EUR |
-5.10% |
6.100
Bid Size: 5,000 |
-
Ask Size: - |
SAP SE O.N. |
116.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK840M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
6.44 |
| Time value: |
-0.10 |
| Break-even: |
179.40 |
| Moneyness: |
1.56 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
-0.13 |
| Spread %: |
-2.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.530 |
| High: |
6.570 |
| Low: |
6.100 |
| Previous Close: |
6.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.91% |
| 1 Month |
|
|
+5.68% |
| 3 Months |
|
|
+7.53% |
| YTD |
|
|
+131.70% |
| 1 Year |
|
|
+250.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.580 |
6.360 |
| 1M High / 1M Low: |
6.580 |
5.320 |
| 6M High / 6M Low: |
6.740 |
2.320 |
| High (YTD): |
2024-03-26 |
6.740 |
| Low (YTD): |
2024-01-04 |
2.320 |
| 52W High: |
2024-03-26 |
6.740 |
| 52W Low: |
2023-07-26 |
1.330 |
| Avg. price 1W: |
|
6.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.299 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
38.48% |
| Volatility 6M: |
|
78.23% |
| Volatility 1Y: |
|
85.36% |
| Volatility 3Y: |
|
- |
