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UBS Call 130 SAP 20.12.2024/  CH1251045055  /

UBS Investment Bank
2024-05-29  5:22:13 PM Chg.-0.090 Bid5:22:13 PM Ask5:22:13 PM Underlying Strike price Expiration date Option type
5.050EUR -1.75% 5.050
Bid Size: 100,000		 5.060
Ask Size: 100,000		 SAP SE O.N. 130.00 - 2024-12-20 Call
 

Master data

WKN: UL1P6S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.44
Leverage: Yes

Calculated values

Fair value: 5.01
Intrinsic value: 4.72
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 4.72
Time value: 0.43
Break-even: 181.50
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.93
Theta: -0.03
Omega: 3.19
Rho: 0.63
 

Quote data

Open: 5.090
High: 5.290
Low: 4.930
Previous Close: 5.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month  
+12.98%
3 Months  
+5.21%
YTD  
+165.79%
1 Year  
+300.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.460 5.140
1M High / 1M Low: 5.460 4.200
6M High / 6M Low: 5.560 1.630
High (YTD): 2024-03-26 5.560
Low (YTD): 2024-01-04 1.630
52W High: 2024-03-26 5.560
52W Low: 2023-07-26 0.960
Avg. price 1W:   5.360
Avg. volume 1W:   0.000
Avg. price 1M:   4.955
Avg. volume 1M:   0.000
Avg. price 6M:   3.909
Avg. volume 6M:   0.000
Avg. price 1Y:   2.588
Avg. volume 1Y:   0.000
Volatility 1M:   45.99%
Volatility 6M:   86.76%
Volatility 1Y:   96.17%
Volatility 3Y:   -