UBS Call 120 SAP 20.12.2024
/ CH1251081738
UBS Call 120 SAP 20.12.2024/ CH1251081738 /
| 2024-06-07 9:54:46 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.050EUR |
-0.33% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
120.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL19UH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.97 |
| Intrinsic value: |
5.74 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
5.74 |
| Time value: |
0.32 |
| Break-even: |
180.60 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.80 |
| Rho: |
0.58 |
Quote data
| Open: |
6.070 |
| High: |
6.170 |
| Low: |
5.910 |
| Previous Close: |
6.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.93% |
| 1 Month |
|
|
+3.07% |
| 3 Months |
|
|
+1.17% |
| YTD |
|
|
+130.92% |
| 1 Year |
|
|
+234.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.070 |
5.270 |
| 1M High / 1M Low: |
6.400 |
5.070 |
| 6M High / 6M Low: |
6.480 |
2.300 |
| High (YTD): |
2024-03-26 |
6.480 |
| Low (YTD): |
2024-01-04 |
2.300 |
| 52W High: |
2024-03-26 |
6.480 |
| 52W Low: |
2023-07-26 |
1.420 |
| Avg. price 1W: |
|
5.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.898 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.402 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.99% |
| Volatility 6M: |
|
76.95% |
| Volatility 1Y: |
|
83.75% |
| Volatility 3Y: |
|
- |
