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UBS Call 135 SAP 20.12.2024/  CH1258243927  /

UBS Investment Bank
2024-05-28  9:07:39 PM Chg.-0.330 Bid9:07:39 PM Ask9:07:39 PM Underlying Strike price Expiration date Option type
4.670EUR -6.60% 4.670
Bid Size: 5,000		 4.680
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: 4.980
High: 5.110
Low: 4.630
Previous Close: 5.000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.47%
1 Month  
+9.37%
3 Months  
+11.19%
YTD  
+193.71%
1 Year  
+328.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.000 4.880
1M High / 1M Low: 5.000 3.760
6M High / 6M Low: 5.100 1.350
High (YTD): 2024-03-26 5.100
Low (YTD): 2024-01-04 1.350
52W High: 2024-03-26 5.100
52W Low: 2023-07-26 0.780
Avg. price 1W:   4.952
Avg. volume 1W:   0.000
Avg. price 1M:   4.492
Avg. volume 1M:   0.000
Avg. price 6M:   3.480
Avg. volume 6M:   0.000
Avg. price 1Y:   2.266
Avg. volume 1Y:   0.000
Volatility 1M:   44.03%
Volatility 6M:   94.50%
Volatility 1Y:   102.67%
Volatility 3Y:   -