UBS Call 124 SAP 20.12.2024
/ CH1251045014
UBS Call 124 SAP 20.12.2024/ CH1251045014 /
| 5/30/2024 7:32:48 PM |
Chg.-0.890 |
Bid9:54:29 PM |
Ask9:54:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.730EUR |
-15.84% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
124.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.45 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
5.18 |
| Time value: |
0.45 |
| Break-even: |
180.30 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.89 |
| Rho: |
0.59 |
Quote data
| Open: |
4.980 |
| High: |
5.110 |
| Low: |
4.730 |
| Previous Close: |
5.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.33% |
| 1 Month |
|
|
-3.07% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
+104.76% |
| 1 Year |
|
|
+191.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.090 |
5.620 |
| 1M High / 1M Low: |
6.090 |
4.780 |
| 6M High / 6M Low: |
6.170 |
2.050 |
| High (YTD): |
3/26/2024 |
6.170 |
| Low (YTD): |
1/4/2024 |
2.050 |
| 52W High: |
3/26/2024 |
6.170 |
| 52W Low: |
7/26/2023 |
1.230 |
| Avg. price 1W: |
|
5.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.018 |
| Avg. volume 1Y: |
|
47.059 |
| Volatility 1M: |
|
43.67% |
| Volatility 6M: |
|
79.24% |
| Volatility 1Y: |
|
82.23% |
| Volatility 3Y: |
|
- |
