UBSW Unknown/ CH1237835959 /
| 2024-05-15 7:26:07 PM | Chg.+0.130 | Bid7:26:07 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.820EUR | +2.28% | 5.820 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: | 3.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.71 |
|---|---|
| Intrinsic value: | 5.67 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 5.67 |
| Time value: | 0.02 |
| Break-even: | 174.90 |
| Moneyness: | 1.48 |
| Premium: | 0.00 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.750 |
|---|---|
| High: | 5.840 |
| Low: | 5.650 |
| Previous Close: | 5.690 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.68% | ||
|---|---|---|---|
| 1 Month | +11.07% | ||
| 3 Months | +20.75% | ||
| YTD | +135.63% | ||
| 1 Year | +277.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.970 | 5.690 |
|---|---|---|
| 1M High / 1M Low: | 5.970 | 4.680 |
| 6M High / 6M Low: | 6.470 | 2.110 |
| High (YTD): | 2024-03-26 | 6.470 |
| Low (YTD): | 2024-01-04 | 2.110 |
| 52W High: | 2024-03-26 | 6.470 |
| 52W Low: | 2023-07-26 | 1.200 |
| Avg. price 1W: | 5.840 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.417 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.413 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.962 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 82.36% | |
| Volatility 6M: | 81.86% | |
| Volatility 1Y: | 97.01% | |
| Volatility 3Y: | - |
