UBS Call 120 SAP 20.12.2024
/ CH1251081738
UBS Call 120 SAP 20.12.2024/ CH1251081738 /
| 2024-05-28 8:16:41 AM |
Chg.+0.08 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.39EUR |
+1.27% |
-
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: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
6.04 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
6.04 |
| Time value: |
0.37 |
| Break-even: |
184.10 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.68 |
| Rho: |
0.61 |
Quote data
| Open: |
6.39 |
| High: |
6.39 |
| Low: |
6.39 |
| Previous Close: |
6.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.91% |
| 1 Month |
|
|
+16.18% |
| 3 Months |
|
|
+11.52% |
| YTD |
|
|
+140.23% |
| 1 Year |
|
|
+255.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.38 |
6.27 |
| 1M High / 1M Low: |
6.38 |
5.05 |
| 6M High / 6M Low: |
6.48 |
2.33 |
| High (YTD): |
2024-03-27 |
6.48 |
| Low (YTD): |
2024-01-04 |
2.33 |
| 52W High: |
2024-03-27 |
6.48 |
| 52W Low: |
2023-07-26 |
1.43 |
| Avg. price 1W: |
|
6.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.17% |
| Volatility 6M: |
|
71.54% |
| Volatility 1Y: |
|
82.44% |
| Volatility 3Y: |
|
- |
