UBS Call 135 SAP 20.12.2024
/ CH1258243927
UBS Call 135 SAP 20.12.2024/ CH1258243927 /
| 2024-05-28 8:39:12 AM |
Chg.+0.07 |
Bid8:40:09 PM |
Ask8:40:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
+1.42% |
4.64
Bid Size: 5,000 |
4.65
Ask Size: 5,000 |
SAP SE O.N. |
135.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL2KA6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.85 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
4.54 |
| Time value: |
0.47 |
| Break-even: |
185.10 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.31 |
| Rho: |
0.65 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.46% |
| 1 Month |
|
|
+19.66% |
| 3 Months |
|
|
+13.15% |
| YTD |
|
|
+206.14% |
| 1 Year |
|
|
+362.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.87 |
| 1M High / 1M Low: |
4.97 |
3.79 |
| 6M High / 6M Low: |
5.10 |
1.37 |
| High (YTD): |
2024-03-27 |
5.10 |
| Low (YTD): |
2024-01-04 |
1.37 |
| 52W High: |
2024-03-27 |
5.10 |
| 52W Low: |
2023-07-26 |
0.79 |
| Avg. price 1W: |
|
4.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.26 |
| Avg. volume 1Y: |
|
44.71 |
| Volatility 1M: |
|
49.53% |
| Volatility 6M: |
|
93.12% |
| Volatility 1Y: |
|
102.44% |
| Volatility 3Y: |
|
- |
