UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
2024-04-29 8:32:03 AM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.820EUR |
+0.17% |
- Bid Size: - |
- 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: |
2.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.86 |
Intrinsic value: |
5.80 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
5.80 |
Time value: |
0.01 |
Break-even: |
174.10 |
Moneyness: |
1.50 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
0.52% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.820 |
High: |
5.820 |
Low: |
5.820 |
Previous Close: |
5.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.23% |
1 Month |
|
|
-10.05% |
3 Months |
|
|
+22.27% |
YTD |
|
|
+119.62% |
1 Year |
|
|
+236.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
5.970 |
5.140 |
1M High / 1M Low: |
6.350 |
4.930 |
6M High / 6M Low: |
6.740 |
1.680 |
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: |
|
5.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.260 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.967 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
84.50% |
Volatility 6M: |
|
82.31% |
Volatility 1Y: |
|
87.47% |
Volatility 3Y: |
|
- |