UBS Call 126 SAP 20.12.2024
/ CH1251045030
UBS Call 126 SAP 20.12.2024/ CH1251045030 /
| 2024-06-07 8:14:14 AM |
Chg.+0.38 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.51EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
5.14 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
5.14 |
| Time value: |
0.36 |
| Break-even: |
181.00 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.60 |
Quote data
| Open: |
5.51 |
| High: |
5.51 |
| Low: |
5.51 |
| Previous Close: |
5.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.52% |
| 1 Month |
|
|
+8.25% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+148.20% |
| 1 Year |
|
|
+274.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.51 |
4.67 |
| 1M High / 1M Low: |
5.84 |
4.61 |
| 6M High / 6M Low: |
5.93 |
1.91 |
| High (YTD): |
2024-03-27 |
5.93 |
| Low (YTD): |
2024-01-04 |
1.91 |
| 52W High: |
2024-03-27 |
5.93 |
| 52W Low: |
2023-07-26 |
1.14 |
| Avg. price 1W: |
|
4.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.77% |
| Volatility 6M: |
|
82.07% |
| Volatility 1Y: |
|
91.15% |
| Volatility 3Y: |
|
- |
