UBS Call 116 SAP 17.06.2024
/ CH1215597746
UBS Call 116 SAP 17.06.2024/ CH1215597746 /
| 2024-05-14 9:11:27 AM |
Chg.+0.02 |
Bid3:31:29 PM |
Ask3:31:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.00EUR |
+0.33% |
-
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: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.11 |
| Intrinsic value: |
6.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
6.07 |
| Time value: |
-0.01 |
| Break-even: |
176.60 |
| Moneyness: |
1.52 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.00 |
| High: |
6.00 |
| Low: |
6.00 |
| Previous Close: |
5.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.95% |
| 1 Month |
|
|
+5.08% |
| 3 Months |
|
|
+20.97% |
| YTD |
|
|
+129.89% |
| 1 Year |
|
|
+250.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.13 |
5.61 |
| 1M High / 1M Low: |
6.13 |
4.86 |
| 6M High / 6M Low: |
6.70 |
2.32 |
| High (YTD): |
2024-03-27 |
6.70 |
| Low (YTD): |
2024-01-04 |
2.32 |
| 52W High: |
2024-03-27 |
6.70 |
| 52W Low: |
2023-07-26 |
1.33 |
| Avg. price 1W: |
|
5.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.28% |
| Volatility 6M: |
|
75.38% |
| Volatility 1Y: |
|
90.90% |
| Volatility 3Y: |
|
- |
