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UBS Call 125 SAP 20.12.2024/  CH1251045022  /

UBS Investment Bank
2024-05-28  8:49:15 PM Chg.-0.370 Bid8:49:15 PM Ask8:49:15 PM Underlying Strike price Expiration date Option type
5.560EUR -6.24% 5.560
Bid Size: 5,000		 5.570
Ask Size: 5,000		 SAP SE O.N. 125.00 - 2024-12-20 Call
 

Master data

WKN: UL13CA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.54
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 5.54
Time value: 0.40
Break-even: 184.40
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.94
Theta: -0.03
Omega: 2.86
Rho: 0.62
 

Quote data

Open: 5.910
High: 6.050
Low: 5.550
Previous Close: 5.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.12%
1 Month  
+7.54%
3 Months  
+9.45%
YTD  
+147.11%
1 Year  
+261.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.930 5.800
1M High / 1M Low: 5.930 4.650
6M High / 6M Low: 6.020 1.950
High (YTD): 2024-03-26 6.020
Low (YTD): 2024-01-04 1.950
52W High: 2024-03-26 6.020
52W Low: 2023-07-26 1.170
Avg. price 1W:   5.878
Avg. volume 1W:   0.000
Avg. price 1M:   5.407
Avg. volume 1M:   0.000
Avg. price 6M:   4.306
Avg. volume 6M:   0.000
Avg. price 1Y:   2.914
Avg. volume 1Y:   0.000
Volatility 1M:   37.91%
Volatility 6M:   79.73%
Volatility 1Y:   89.13%
Volatility 3Y:   -