UBS Call 114 SAP 20.12.2024
/ CH1251081696
UBS Call 114 SAP 20.12.2024/ CH1251081696 /
| 2024-05-17 9:40:25 AM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.480EUR |
-1.07% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
114.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1VHY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
5.46 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.21 |
| Parity: |
5.46 |
| Time value: |
1.02 |
| Break-even: |
178.80 |
| Moneyness: |
1.48 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
2.23 |
| Rho: |
0.43 |
Quote data
| Open: |
6.470 |
| High: |
6.600 |
| Low: |
6.450 |
| Previous Close: |
6.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.39% |
| 3 Months |
|
|
+4.69% |
| YTD |
|
|
+109.71% |
| 1 Year |
|
|
+200.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.550 |
6.000 |
| 6M High / 6M Low: |
7.040 |
2.750 |
| High (YTD): |
2024-03-26 |
7.040 |
| Low (YTD): |
2024-01-04 |
2.750 |
| 52W High: |
2024-03-26 |
7.040 |
| 52W Low: |
2023-07-26 |
1.760 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.683 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
32.58% |
| Volatility 6M: |
|
68.60% |
| Volatility 1Y: |
|
76.19% |
| Volatility 3Y: |
|
- |
