UBS Call 108 SAP 20.12.2024
/ CH1251081662
UBS Call 108 SAP 20.12.2024/ CH1251081662 /
| 5/27/2024 7:27:43 PM |
Chg.+0.060 |
Bid9:21:59 PM |
Ask9:21:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.550EUR |
+0.80% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
108.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1ZUF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.44 |
| Intrinsic value: |
7.21 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
7.21 |
| Time value: |
0.32 |
| Break-even: |
183.30 |
| Moneyness: |
1.67 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.31 |
| Rho: |
0.56 |
Quote data
| Open: |
7.450 |
| High: |
7.550 |
| Low: |
7.430 |
| Previous Close: |
7.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.07% |
| 1 Month |
|
|
+11.19% |
| 3 Months |
|
|
+9.74% |
| YTD |
|
|
+110.31% |
| 1 Year |
|
|
+209.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.610 |
7.450 |
| 1M High / 1M Low: |
7.610 |
6.290 |
| 6M High / 6M Low: |
7.680 |
3.270 |
| High (YTD): |
3/26/2024 |
7.680 |
| Low (YTD): |
1/4/2024 |
3.270 |
| 52W High: |
3/26/2024 |
7.680 |
| 52W Low: |
7/26/2023 |
2.150 |
| Avg. price 1W: |
|
7.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.208 |
| Avg. volume 1Y: |
|
13.834 |
| Volatility 1M: |
|
33.63% |
| Volatility 6M: |
|
61.39% |
| Volatility 1Y: |
|
64.01% |
| Volatility 3Y: |
|
- |
