UBS Call 108 SAP 20.12.2024
/ CH1251081662
UBS Call 108 SAP 20.12.2024/ CH1251081662 /
2024-06-03 9:54:44 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.410EUR |
+2.40% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
108.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.02 |
Intrinsic value: |
5.80 |
Implied volatility: |
0.50 |
Historic volatility: |
0.21 |
Parity: |
5.80 |
Time value: |
0.47 |
Break-even: |
170.70 |
Moneyness: |
1.54 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.16% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
2.44 |
Rho: |
0.49 |
Quote data
Open: |
6.370 |
High: |
6.480 |
Low: |
6.220 |
Previous Close: |
6.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.22% |
1 Month |
|
|
-0.31% |
3 Months |
|
|
-8.56% |
YTD |
|
|
+78.55% |
1 Year |
|
|
+142.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.220 |
6.190 |
1M High / 1M Low: |
7.550 |
6.190 |
6M High / 6M Low: |
7.610 |
3.240 |
High (YTD): |
2024-03-26 |
7.610 |
Low (YTD): |
2024-01-04 |
3.240 |
52W High: |
2024-03-26 |
7.610 |
52W Low: |
2023-07-26 |
2.140 |
Avg. price 1W: |
|
6.642 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.925 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.302 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
57.75% |
Volatility 6M: |
|
63.23% |
Volatility 1Y: |
|
69.15% |
Volatility 3Y: |
|
- |