UBS Call 130 SAP 20.12.2024
/ CH1251045055
UBS Call 130 SAP 20.12.2024/ CH1251045055 /
| 2024-05-28 11:13:00 AM |
Chg.+0.09 |
Bid8:02:38 PM |
Ask8:02:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.46EUR |
+1.68% |
5.12
Bid Size: 5,000 |
5.13
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: |
5.45 |
| High: |
5.46 |
| Low: |
5.45 |
| Previous Close: |
5.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+18.95% |
| 3 Months |
|
|
+13.04% |
| YTD |
|
|
+180.00% |
| 1 Year |
|
|
+323.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
5.33 |
| 1M High / 1M Low: |
5.44 |
4.16 |
| 6M High / 6M Low: |
5.56 |
1.66 |
| High (YTD): |
2024-03-27 |
5.56 |
| Low (YTD): |
2024-01-04 |
1.66 |
| 52W High: |
2024-03-27 |
5.56 |
| 52W Low: |
2023-07-26 |
0.97 |
| Avg. price 1W: |
|
5.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.19% |
| Volatility 6M: |
|
85.60% |
| Volatility 1Y: |
|
95.63% |
| Volatility 3Y: |
|
- |
