UBS Call 118 SAP 20.12.2024
/ CH1251081720
UBS Call 118 SAP 20.12.2024/ CH1251081720 /
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: |
|
- |