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UBS Call 124 SAP 20.12.2024/  CH1251045014  /

Frankfurt Zert./UBS
2024-05-28  3:32:36 PM Chg.-0.220 Bid3:42:39 PM Ask3:42:39 PM Underlying Strike price Expiration date Option type
5.810EUR -3.65% 5.770
Bid Size: 100,000		 5.780
Ask Size: 100,000		 SAP SE O.N. 124.00 - 2024-12-20 Call
 

Master data

WKN: UL17P5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 124.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 5.91
Intrinsic value: 5.64
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 5.64
Time value: 0.39
Break-even: 184.30
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.95
Theta: -0.02
Omega: 2.83
Rho: 0.62
 

Quote data

Open: 6.110
High: 6.130
Low: 5.810
Previous Close: 6.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.35%
1 Month  
+9.83%
3 Months  
+12.38%
YTD  
+151.52%
1 Year  
+287.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.090 5.910
1M High / 1M Low: 6.090 4.780
6M High / 6M Low: 6.170 2.050
High (YTD): 2024-03-26 6.170
Low (YTD): 2024-01-04 2.050
52W High: 2024-03-26 6.170
52W Low: 2023-07-26 1.230
Avg. price 1W:   5.994
Avg. volume 1W:   0.000
Avg. price 1M:   5.500
Avg. volume 1M:   0.000
Avg. price 6M:   4.392
Avg. volume 6M:   0.000
Avg. price 1Y:   2.992
Avg. volume 1Y:   47.244
Volatility 1M:   40.07%
Volatility 6M:   79.40%
Volatility 1Y:   82.15%
Volatility 3Y:   -