UBS Call 116 SAP 20.12.2024
/ CH1251081712
UBS Call 116 SAP 20.12.2024/ CH1251081712 /
| 2024-05-17 9:40:28 AM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.290EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
116.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1N0A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
5.26 |
| Time value: |
1.03 |
| Break-even: |
178.90 |
| Moneyness: |
1.45 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
2.29 |
| Rho: |
0.45 |
Quote data
| Open: |
6.290 |
| High: |
6.410 |
| Low: |
6.260 |
| Previous Close: |
6.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.92% |
| 3 Months |
|
|
+3.62% |
| YTD |
|
|
+114.68% |
| 1 Year |
|
|
+214.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.360 |
5.470 |
| 6M High / 6M Low: |
6.850 |
2.600 |
| High (YTD): |
2024-03-26 |
6.850 |
| Low (YTD): |
2024-01-04 |
2.600 |
| 52W High: |
2024-03-26 |
6.850 |
| 52W Low: |
2023-07-26 |
1.640 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.501 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
35.29% |
| Volatility 6M: |
|
70.34% |
| Volatility 1Y: |
|
78.48% |
| Volatility 3Y: |
|
- |
