UBS Call 165 SAP 17.06.2024
/ CH1319907080
UBS Call 165 SAP 17.06.2024/ CH1319907080 /
2024-05-27 8:35:02 AM |
Chg.-0.05 |
Bid11:45:28 AM |
Ask11:45:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.54EUR |
-3.14% |
1.53 Bid Size: 100,000 |
1.54 Ask Size: 100,000 |
SAP SE O.N. |
165.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UM2P43 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.51 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
1.51 |
Time value: |
0.09 |
Break-even: |
181.00 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.91 |
Theta: |
-0.07 |
Omega: |
10.18 |
Rho: |
0.08 |
Quote data
Open: |
1.54 |
High: |
1.54 |
Low: |
1.54 |
Previous Close: |
1.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.41% |
1 Month |
|
|
+54.00% |
3 Months |
|
|
+11.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.37 |
1M High / 1M Low: |
1.60 |
0.68 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |