UBS Call 182 SAP 17.06.2024
/ CH1322947289
UBS Call 182 SAP 17.06.2024/ CH1322947289 /
| 2024-05-27 7:26:11 PM |
Chg.+0.010 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.310
Bid Size: 5,000 |
0.320
Ask Size: 5,000 |
SAP SE O.N. |
182.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UM2C3N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
182.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
58.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.19 |
| Time value: |
0.31 |
| Break-even: |
185.10 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.45 |
| Theta: |
-0.10 |
| Omega: |
25.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
+37.17% |
| 3 Months |
|
|
-42.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.230 |
| 1M High / 1M Low: |
0.360 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
