UBS Call 128 SAP 17.06.2024
/ CH1244014978
UBS Call 128 SAP 17.06.2024/ CH1244014978 /
| 2024-05-17 9:41:28 AM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.780EUR |
-1.24% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
128.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2K1T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
5.24 |
| Time value: |
-0.46 |
| Break-even: |
175.80 |
| Moneyness: |
1.41 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.770 |
| High: |
4.890 |
| Low: |
4.750 |
| Previous Close: |
4.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.91% |
| 3 Months |
|
|
+5.29% |
| YTD |
|
|
+191.46% |
| 1 Year |
|
|
+346.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.970 |
4.060 |
| 6M High / 6M Low: |
5.480 |
1.330 |
| High (YTD): |
2024-03-26 |
5.480 |
| Low (YTD): |
2024-01-04 |
1.330 |
| 52W High: |
2024-03-26 |
5.480 |
| 52W Low: |
2023-09-26 |
0.700 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.649 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.286 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
52.30% |
| Volatility 6M: |
|
104.33% |
| Volatility 1Y: |
|
118.93% |
| Volatility 3Y: |
|
- |
