UBS Call 118 SAP 20.12.2024
/ CH1251081720
UBS Call 118 SAP 20.12.2024/ CH1251081720 /
| 2024-05-28 7:38:51 PM |
Chg.-0.320 |
Bid9:54:51 PM |
Ask9:54:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.270EUR |
-4.86% |
-
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: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.49 |
| Intrinsic value: |
6.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
6.24 |
| Time value: |
0.36 |
| Break-even: |
184.00 |
| Moneyness: |
1.53 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.61 |
| Rho: |
0.60 |
Quote data
| Open: |
6.690 |
| High: |
6.700 |
| Low: |
6.270 |
| Previous Close: |
6.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.83% |
| 1 Month |
|
|
+7.00% |
| 3 Months |
|
|
+9.42% |
| YTD |
|
|
+126.35% |
| 1 Year |
|
|
+244.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.670 |
6.480 |
| 1M High / 1M Low: |
6.670 |
5.340 |
| 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: |
|
6.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.430 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
38.29% |
| Volatility 6M: |
|
71.91% |
| Volatility 1Y: |
|
75.17% |
| Volatility 3Y: |
|
- |
