OverviewChartNewsTraderScreen

UBS Call 130 SAP 20.12.2024/  CH1251045055  /

UBS Investment Bank
2024-05-28  9:08:03 PM Chg.-0.340 Bid9:08:03 PM Ask9:08:03 PM Underlying Strike price Expiration date Option type
5.120EUR -6.23% 5.120
Bid Size: 5,000		 5.130
Ask Size: 5,000		 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: 3.30
Leverage: Yes

Calculated values

Fair value: 5.33
Intrinsic value: 5.04
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 5.04
Time value: 0.43
Break-even: 184.70
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.93
Theta: -0.03
Omega: 3.07
Rho: 0.64
 

Quote data

Open: 5.440
High: 5.580
Low: 5.080
Previous Close: 5.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.19%
1 Month  
+8.47%
3 Months  
+10.34%
YTD  
+169.47%
1 Year  
+293.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.460 5.340
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:   5.412
Avg. volume 1W:   0.000
Avg. price 1M:   4.946
Avg. volume 1M:   0.000
Avg. price 6M:   3.885
Avg. volume 6M:   0.000
Avg. price 1Y:   2.578
Avg. volume 1Y:   0.000
Volatility 1M:   40.26%
Volatility 6M:   86.86%
Volatility 1Y:   96.13%
Volatility 3Y:   -