UBS Call 128 SAP 20.12.2024
/ CH1251045048
UBS Call 128 SAP 20.12.2024/ CH1251045048 /
| 2024-05-30 8:14:22 AM |
Chg.-0.51 |
Bid8:49:02 AM |
Ask8:49:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
-9.66% |
4.81
Bid Size: 5,000 |
4.87
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: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.20 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
4.92 |
| Time value: |
0.42 |
| Break-even: |
181.40 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.63 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
5.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
+2.36% |
| 3 Months |
|
|
-1.65% |
| YTD |
|
|
+129.33% |
| 1 Year |
|
|
+261.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
5.28 |
| 1M High / 1M Low: |
5.65 |
4.34 |
| 6M High / 6M Low: |
5.74 |
1.78 |
| High (YTD): |
2024-03-27 |
5.74 |
| Low (YTD): |
2024-01-04 |
1.78 |
| 52W High: |
2024-03-27 |
5.74 |
| 52W Low: |
2023-07-26 |
1.06 |
| Avg. price 1W: |
|
5.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.73 |
| Avg. volume 1Y: |
|
2.73 |
| Volatility 1M: |
|
49.39% |
| Volatility 6M: |
|
82.64% |
| Volatility 1Y: |
|
93.07% |
| Volatility 3Y: |
|
- |
