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UBS Call 120 SAP 20.12.2024/  CH1251081738  /

UBS Investment Bank
2024-05-29  7:52:06 PM Chg.-0.080 Bid7:52:06 PM Ask7:52:06 PM Underlying Strike price Expiration date Option type
6.000EUR -1.32% 6.000
Bid Size: 5,000		 6.010
Ask Size: 5,000		 SAP SE O.N. 120.00 - 2024-12-20 Call
 

Master data

WKN: UL19UH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 5.98
Intrinsic value: 5.72
Implied volatility: 0.37
Historic volatility: 0.21
Parity: 5.72
Time value: 0.37
Break-even: 180.90
Moneyness: 1.48
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.95
Theta: -0.02
Omega: 2.76
Rho: 0.60
 

Quote data

Open: 6.030
High: 6.220
Low: 5.860
Previous Close: 6.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.31%
1 Month  
+11.32%
3 Months  
+5.08%
YTD  
+129.01%
1 Year  
+240.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.400 6.080
1M High / 1M Low: 6.400 5.100
6M High / 6M Low: 6.480 2.300
High (YTD): 2024-03-26 6.480
Low (YTD): 2024-01-04 2.300
52W High: 2024-03-26 6.480
52W Low: 2023-07-26 1.420
Avg. price 1W:   6.298
Avg. volume 1W:   0.000
Avg. price 1M:   5.883
Avg. volume 1M:   0.000
Avg. price 6M:   4.765
Avg. volume 6M:   0.000
Avg. price 1Y:   3.284
Avg. volume 1Y:   0.000
Volatility 1M:   39.89%
Volatility 6M:   73.19%
Volatility 1Y:   82.00%
Volatility 3Y:   -