UBS Call 115 SAP 20.12.2024
/ CH1251081704
UBS Call 115 SAP 20.12.2024/ CH1251081704 /
2024-05-17 9:20:11 AM |
Chg.-0.060 |
Bid9:41:07 AM |
Ask9:38:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.410EUR |
-0.93% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
115.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL1P6G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.79 |
Intrinsic value: |
6.54 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
6.54 |
Time value: |
-0.16 |
Break-even: |
178.80 |
Moneyness: |
1.57 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
-0.01 |
Spread %: |
-0.16% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.420 |
High: |
6.420 |
Low: |
6.410 |
Previous Close: |
6.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.57% |
3 Months |
|
|
+6.83% |
YTD |
|
|
+113.67% |
1 Year |
|
|
+222.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.470 |
5.620 |
6M High / 6M Low: |
7.010 |
2.710 |
High (YTD): |
2024-03-26 |
7.010 |
Low (YTD): |
2024-01-04 |
2.710 |
52W High: |
2024-03-26 |
7.010 |
52W Low: |
2023-07-26 |
1.710 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.099 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.583 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
39.17% |
Volatility 6M: |
|
69.90% |
Volatility 1Y: |
|
71.64% |
Volatility 3Y: |
|
- |