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UBS Call 128 SAP 20.12.2024/  CH1251045048  /

UBS Investment Bank
2024-05-28  9:45:45 PM Chg.-0.320 Bid9:45:45 PM Ask9:45:45 PM Underlying Strike price Expiration date Option type
5.330EUR -5.66% 5.330
Bid Size: 5,000		 5.340
Ask Size: 5,000		 SAP SE O.N. 128.00 - 2024-12-20 Call
 

Master data

WKN: UL1N0L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 128.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 5.52
Intrinsic value: 5.24
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 5.24
Time value: 0.42
Break-even: 184.60
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.94
Theta: -0.03
Omega: 2.98
Rho: 0.63
 

Quote data

Open: 5.630
High: 5.770
Low: 5.270
Previous Close: 5.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month  
+8.78%
3 Months  
+10.81%
YTD  
+161.27%
1 Year  
+280.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.650 5.520
1M High / 1M Low: 5.650 4.380
6M High / 6M Low: 5.740 1.760
High (YTD): 2024-03-26 5.740
Low (YTD): 2024-01-04 1.760
52W High: 2024-03-26 5.740
52W Low: 2023-07-26 1.040
Avg. price 1W:   5.598
Avg. volume 1W:   0.000
Avg. price 1M:   5.130
Avg. volume 1M:   0.000
Avg. price 6M:   4.052
Avg. volume 6M:   0.000
Avg. price 1Y:   2.709
Avg. volume 1Y:   0.000
Volatility 1M:   39.12%
Volatility 6M:   83.53%
Volatility 1Y:   92.32%
Volatility 3Y:   -