UBS Call 118 SAP 20.12.2024
/ CH1251081720
UBS Call 118 SAP 20.12.2024/ CH1251081720 /
| 2024-06-07 7:31:51 PM |
Chg.+0.010 |
Bid9:54:02 PM |
Ask9:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.280EUR |
+0.16% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
118.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL180B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.17 |
| Intrinsic value: |
5.94 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
5.94 |
| Time value: |
0.31 |
| Break-even: |
180.50 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
0.58 |
Quote data
| Open: |
6.270 |
| High: |
6.320 |
| Low: |
6.130 |
| Previous Close: |
6.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.31% |
| 1 Month |
|
|
+3.63% |
| 3 Months |
|
|
+1.78% |
| YTD |
|
|
+126.71% |
| 1 Year |
|
|
+232.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.280 |
5.340 |
| 1M High / 1M Low: |
6.670 |
5.220 |
| 6M High / 6M Low: |
6.730 |
2.480 |
| High (YTD): |
2024-03-26 |
6.730 |
| Low (YTD): |
2024-01-04 |
2.480 |
| 52W High: |
2024-03-26 |
6.730 |
| 52W Low: |
2023-07-26 |
1.540 |
| Avg. price 1W: |
|
5.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.561 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
71.03% |
| Volatility 6M: |
|
75.65% |
| Volatility 1Y: |
|
76.93% |
| Volatility 3Y: |
|
- |
