UBS Call 118 SAP 20.12.2024
/ CH1251081720
UBS Call 118 SAP 20.12.2024/ CH1251081720 /
| 2024-05-31 7:30:34 PM |
Chg.-0.070 |
Bid9:54:21 PM |
Ask9:54:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
-1.32% |
-
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: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
5.06 |
| Time value: |
0.25 |
| Break-even: |
171.10 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.14% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.15 |
| Rho: |
0.64 |
Quote data
| Open: |
5.190 |
| High: |
5.340 |
| Low: |
5.160 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.18% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-10.46% |
| YTD |
|
|
+88.45% |
| 1 Year |
|
|
+177.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.590 |
5.290 |
| 1M High / 1M Low: |
6.670 |
5.290 |
| 6M High / 6M Low: |
6.730 |
2.480 |
| High (YTD): |
2024-03-26 |
6.730 |
| Low (YTD): |
2024-01-04 |
2.480 |
| 52W High: |
2024-03-26 |
6.730 |
| 52W Low: |
2023-07-26 |
1.540 |
| Avg. price 1W: |
|
6.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.471 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
64.90% |
| Volatility 6M: |
|
74.49% |
| Volatility 1Y: |
|
76.54% |
| Volatility 3Y: |
|
- |
