UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
2024-05-14 9:25:21 AM |
Chg.-0.040 |
Bid9:29:27 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.020EUR |
-0.66% |
6.000 Bid Size: 100,000 |
- 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: |
2.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.05 |
Intrinsic value: |
6.01 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
6.01 |
Time value: |
0.01 |
Break-even: |
176.20 |
Moneyness: |
1.52 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.000 |
High: |
6.020 |
Low: |
6.000 |
Previous Close: |
6.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.08% |
1 Month |
|
|
+10.66% |
3 Months |
|
|
+19.44% |
YTD |
|
|
+127.17% |
1 Year |
|
|
+252.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.170 |
5.840 |
1M High / 1M Low: |
6.170 |
4.930 |
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: |
|
6.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.577 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.121 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
77.38% |
Volatility 6M: |
|
79.32% |
Volatility 1Y: |
|
87.01% |
Volatility 3Y: |
|
- |