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UBS Call 126 SAP 20.12.2024/  CH1251045030  /

Frankfurt Zert./UBS
2024-05-28  7:25:53 PM Chg.-0.330 Bid9:01:46 PM Ask9:01:46 PM Underlying Strike price Expiration date Option type
5.510EUR -5.65% 5.500
Bid Size: 5,000		 5.510
Ask Size: 5,000		 SAP SE O.N. 126.00 - 2024-12-20 Call
 

Master data

WKN: UL1Y0L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 126.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 5.71
Intrinsic value: 5.44
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 5.44
Time value: 0.41
Break-even: 184.50
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.94
Theta: -0.03
Omega: 2.90
Rho: 0.63
 

Quote data

Open: 5.930
High: 5.930
Low: 5.470
Previous Close: 5.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.51%
1 Month  
+7.62%
3 Months  
+10.42%
YTD  
+152.75%
1 Year  
+293.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.920 5.750
1M High / 1M Low: 5.920 4.620
6M High / 6M Low: 5.980 1.920
High (YTD): 2024-03-26 5.980
Low (YTD): 2024-01-04 1.920
52W High: 2024-03-26 5.980
52W Low: 2023-07-26 1.140
Avg. price 1W:   5.814
Avg. volume 1W:   0.000
Avg. price 1M:   5.316
Avg. volume 1M:   0.000
Avg. price 6M:   4.222
Avg. volume 6M:   0.000
Avg. price 1Y:   2.853
Avg. volume 1Y:   0.000
Volatility 1M:   41.76%
Volatility 6M:   83.44%
Volatility 1Y:   85.23%
Volatility 3Y:   -