UBS Call 118 SAP 20.12.2024/  CH1251081720  /

Frankfurt Zert./UBS
2024-10-31  7:31:17 PM Chg.-0.470 Bid9:48:43 PM Ask9:48:43 PM Underlying Strike price Expiration date Option type
9.760EUR -4.59% -
Bid Size: -
-
Ask Size: -
SAP SE O.N. 118.00 - 2024-12-20 Call
 

Master data

WKN: UL180B
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 118.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 10.21
Intrinsic value: 10.16
Implied volatility: -
Historic volatility: 0.22
Parity: 10.16
Time value: 0.02
Break-even: 219.70
Moneyness: 1.86
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 9.990
High: 10.040
Low: 9.630
Previous Close: 10.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+11.04%
3 Months  
+23.70%
YTD  
+252.35%
1 Year  
+397.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.680 10.210
1M High / 1M Low: 10.680 8.290
6M High / 6M Low: 10.680 5.220
High (YTD): 2024-10-29 10.680
Low (YTD): 2024-01-04 2.480
52W High: 2024-10-29 10.680
52W Low: 2023-10-31 1.960
Avg. price 1W:   10.402
Avg. volume 1W:   0.000
Avg. price 1M:   9.370
Avg. volume 1M:   0.000
Avg. price 6M:   7.508
Avg. volume 6M:   0.000
Avg. price 1Y:   5.968
Avg. volume 1Y:   0.000
Volatility 1M:   39.49%
Volatility 6M:   58.21%
Volatility 1Y:   66.94%
Volatility 3Y:   -