UBS Call 125 SAP 20.12.2024
/ CH1251045022
UBS Call 125 SAP 20.12.2024/ CH1251045022 /
| 07/06/2024 08:14:14 |
Chg.+0.38 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
+7.28% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
125.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
5.24 |
| Time value: |
0.35 |
| Break-even: |
180.90 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
0.60 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.60 |
| Previous Close: |
5.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.15% |
| 1 Month |
|
|
+8.11% |
| 3 Months |
|
|
-0.18% |
| YTD |
|
|
+144.54% |
| 1 Year |
|
|
+268.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
4.76 |
| 1M High / 1M Low: |
5.93 |
4.70 |
| 6M High / 6M Low: |
6.02 |
1.98 |
| High (YTD): |
27/03/2024 |
6.02 |
| Low (YTD): |
04/01/2024 |
1.98 |
| 52W High: |
27/03/2024 |
6.02 |
| 52W Low: |
26/07/2023 |
1.19 |
| Avg. price 1W: |
|
5.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.68% |
| Volatility 6M: |
|
80.42% |
| Volatility 1Y: |
|
89.10% |
| Volatility 3Y: |
|
- |
