UBS Call 170 SAP 17.06.2024
/ CH1319907114
UBS Call 170 SAP 17.06.2024/ CH1319907114 /
| 2024-05-09 8:38:44 PM |
Chg.+0.090 |
Bid8:38:44 PM |
Ask8:38:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+11.25% |
0.890
Bid Size: 5,000 |
0.900
Ask Size: 5,000 |
SAP SE O.N. |
170.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM19VF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
0.65 |
| Time value: |
0.21 |
| Break-even: |
178.60 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
15.77 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.920 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+7.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.400 |
| 1M High / 1M Low: |
0.890 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
