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UBS Call 124 SAP 20.12.2024/  CH1251045014  /

Frankfurt Zert./UBS
2024-05-14  12:06:14 PM Chg.-0.060 Bid12:33:06 PM Ask12:33:06 PM Underlying Strike price Expiration date Option type
5.420EUR -1.09% 5.420
Bid Size: 100,000		 5.430
Ask Size: 100,000		 SAP SE O.N. 124.00 - 2024-12-20 Call
 

Master data

WKN: UL17P5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 124.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 5.56
Intrinsic value: 5.27
Implied volatility: -
Historic volatility: 0.21
Parity: 5.27
Time value: 0.20
Break-even: 178.70
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.18%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 5.440
High: 5.450
Low: 5.410
Previous Close: 5.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.46%
1 Month  
+10.16%
3 Months  
+19.91%
YTD  
+134.63%
1 Year  
+254.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.590 5.290
1M High / 1M Low: 5.590 4.430
6M High / 6M Low: 6.170 2.050
High (YTD): 2024-03-26 6.170
Low (YTD): 2024-01-04 2.050
52W High: 2024-03-26 6.170
52W Low: 2023-07-26 1.230
Avg. price 1W:   5.460
Avg. volume 1W:   0.000
Avg. price 1M:   5.088
Avg. volume 1M:   0.000
Avg. price 6M:   4.120
Avg. volume 6M:   0.000
Avg. price 1Y:   2.826
Avg. volume 1Y:   47.244
Volatility 1M:   78.91%
Volatility 6M:   80.27%
Volatility 1Y:   83.83%
Volatility 3Y:   -