UBS Call 115 SAP 20.12.2024
/ CH1251081704
UBS Call 115 SAP 20.12.2024/ CH1251081704 /
| 2024-05-17 9:20:11 AM |
Chg.-0.060 |
Bid9:41:07 AM |
Ask9:38:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.410EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
115.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1P6G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.59 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.21 |
| Parity: |
5.36 |
| Time value: |
1.02 |
| Break-even: |
178.80 |
| Moneyness: |
1.47 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.16% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
2.26 |
| Rho: |
0.44 |
Quote data
| Open: |
6.420 |
| High: |
6.420 |
| Low: |
6.410 |
| Previous Close: |
6.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.71% |
| 3 Months |
|
|
+5.25% |
| YTD |
|
|
+113.67% |
| 1 Year |
|
|
+195.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.470 |
5.860 |
| 6M High / 6M Low: |
7.010 |
2.710 |
| High (YTD): |
2024-03-26 |
7.010 |
| Low (YTD): |
2024-01-04 |
2.710 |
| 52W High: |
2024-03-26 |
7.010 |
| 52W Low: |
2023-07-26 |
1.710 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.614 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.25% |
| Volatility 6M: |
|
70.56% |
| Volatility 1Y: |
|
72.12% |
| Volatility 3Y: |
|
- |
