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UBS Call 108 SAP 20.12.2024/  CH1251081662  /

Frankfurt Zert./UBS
2024-05-28  7:36:56 PM Chg.-0.320 Bid9:46:11 PM Ask9:46:11 PM Underlying Strike price Expiration date Option type
7.230EUR -4.24% 7.220
Bid Size: 5,000		 7.230
Ask Size: 5,000		 SAP SE O.N. 108.00 - 2024-12-20 Call
 

Master data

WKN: UL1ZUF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 108.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 7.47
Intrinsic value: 7.24
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 7.24
Time value: 0.32
Break-even: 183.60
Moneyness: 1.67
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.97
Theta: -0.02
Omega: 2.30
Rho: 0.56
 

Quote data

Open: 7.640
High: 7.650
Low: 7.200
Previous Close: 7.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.21%
1 Month  
+6.48%
3 Months  
+8.89%
YTD  
+101.39%
1 Year  
+196.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.610 7.450
1M High / 1M Low: 7.610 6.290
6M High / 6M Low: 7.680 3.270
High (YTD): 2024-03-26 7.680
Low (YTD): 2024-01-04 3.270
52W High: 2024-03-26 7.680
52W Low: 2023-07-26 2.150
Avg. price 1W:   7.514
Avg. volume 1W:   0.000
Avg. price 1M:   7.008
Avg. volume 1M:   0.000
Avg. price 6M:   5.821
Avg. volume 6M:   0.000
Avg. price 1Y:   4.221
Avg. volume 1Y:   13.780
Volatility 1M:   32.72%
Volatility 6M:   61.38%
Volatility 1Y:   63.89%
Volatility 3Y:   -