UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
2024-05-13 9:02:00 AM |
Chg.- |
Bid8:49:59 AM |
Ask8:49:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.84EUR |
- |
5.80 Bid Size: 5,000 |
- Ask Size: - |
SAP SE O.N. |
118.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UL0F9Q |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-16 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.85 |
Intrinsic value: |
5.81 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
5.81 |
Time value: |
-0.01 |
Break-even: |
176.00 |
Moneyness: |
1.49 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
-0.02 |
Spread %: |
-0.34% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.93 |
High: |
5.93 |
Low: |
5.84 |
Previous Close: |
5.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.35% |
1 Month |
|
|
+5.04% |
3 Months |
|
|
+22.69% |
YTD |
|
|
+140.33% |
1 Year |
|
|
+267.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.93 |
5.39 |
1M High / 1M Low: |
5.93 |
4.64 |
6M High / 6M Low: |
6.60 |
2.15 |
High (YTD): |
2024-03-27 |
6.60 |
Low (YTD): |
2024-01-04 |
2.15 |
52W High: |
2024-03-27 |
6.60 |
52W Low: |
2023-07-26 |
1.21 |
Avg. price 1W: |
|
5.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.94 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
104.37% |
Volatility 6M: |
|
80.67% |
Volatility 1Y: |
|
95.81% |
Volatility 3Y: |
|
- |