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UBS Call 122 SAP 20.12.2024/  CH1251081746  /

Frankfurt Zert./UBS
2024-05-28  7:29:11 PM Chg.-0.320 Bid8:26:41 PM Ask8:26:41 PM Underlying Strike price Expiration date Option type
5.890EUR -5.15% 5.880
Bid Size: 5,000		 5.890
Ask Size: 5,000		 SAP SE O.N. 122.00 - 2024-12-20 Call
 

Master data

WKN: UL13C6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 122.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 6.10
Intrinsic value: 5.84
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 5.84
Time value: 0.38
Break-even: 184.20
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: 2.75
Rho: 0.61
 

Quote data

Open: 6.290
High: 6.320
Low: 5.880
Previous Close: 6.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month  
+7.68%
3 Months  
+9.68%
YTD  
+139.43%
1 Year  
+268.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.300 6.100
1M High / 1M Low: 6.300 4.970
6M High / 6M Low: 6.360 2.190
High (YTD): 2024-03-26 6.360
Low (YTD): 2024-01-04 2.190
52W High: 2024-03-26 6.360
52W Low: 2023-07-26 1.330
Avg. price 1W:   6.184
Avg. volume 1W:   0.000
Avg. price 1M:   5.685
Avg. volume 1M:   0.000
Avg. price 6M:   4.565
Avg. volume 6M:   0.000
Avg. price 1Y:   3.135
Avg. volume 1Y:   0.000
Volatility 1M:   39.99%
Volatility 6M:   77.46%
Volatility 1Y:   80.73%
Volatility 3Y:   -