UBS Call 115 SAP 20.12.2024
/ CH1251081704
UBS Call 115 SAP 20.12.2024/ CH1251081704 /
2024-05-17 9:41:03 AM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.390EUR |
-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: |
6.380 |
High: |
6.500 |
Low: |
6.360 |
Previous Close: |
6.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.75% |
3 Months |
|
|
+4.93% |
YTD |
|
|
+112.29% |
1 Year |
|
|
+205.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.450 |
5.900 |
6M High / 6M Low: |
6.950 |
2.670 |
High (YTD): |
2024-03-26 |
6.950 |
Low (YTD): |
2024-01-04 |
2.670 |
52W High: |
2024-03-26 |
6.950 |
52W Low: |
2023-07-26 |
1.700 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.164 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.605 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
33.16% |
Volatility 6M: |
|
69.97% |
Volatility 1Y: |
|
77.23% |
Volatility 3Y: |
|
- |