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UBS Call 124 SAP 20.12.2024/  CH1251045014  /

UBS Investment Bank
29/05/2024  17:10:53 Chg.-0.110 Bid17:10:53 Ask17:10:53 Underlying Strike price Expiration date Option type
5.590EUR -1.93% 5.590
Bid Size: 100,000		 5.600
Ask Size: 100,000		 SAP SE O.N. 124.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.32
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 5.32
Time value: 0.39
Break-even: 181.10
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.94
Theta: -0.02
Omega: 2.93
Rho: 0.62
 

Quote data

Open: 5.650
High: 5.850
Low: 5.490
Previous Close: 5.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.25%
1 Month  
+11.35%
3 Months  
+4.68%
YTD  
+140.95%
1 Year  
+260.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.020 5.700
1M High / 1M Low: 6.020 4.740
6M High / 6M Low: 6.110 2.020
High (YTD): 26/03/2024 6.110
Low (YTD): 04/01/2024 2.020
52W High: 26/03/2024 6.110
52W Low: 26/07/2023 1.220
Avg. price 1W:   5.922
Avg. volume 1W:   0.000
Avg. price 1M:   5.511
Avg. volume 1M:   0.000
Avg. price 6M:   4.417
Avg. volume 6M:   0.000
Avg. price 1Y:   2.995
Avg. volume 1Y:   0.000
Volatility 1M:   41.95%
Volatility 6M:   78.07%
Volatility 1Y:   87.47%
Volatility 3Y:   -