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UBS Call 124 SAP 20.12.2024/  CH1251045014  /

UBS Investment Bank
30/05/2024  21:02:27 Chg.-0.910 Bid21:02:27 Ask21:02:27 Underlying Strike price Expiration date Option type
4.700EUR -16.22% 4.700
Bid Size: 5,000		 4.760
Ask Size: 5,000		 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: 3.12
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: 5.140
High: 5.190
Low: 4.660
Previous Close: 5.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.54%
1 Month
  -3.69%
3 Months
  -11.99%
YTD  
+102.59%
1 Year  
+213.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.020 5.610
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:   5.864
Avg. volume 1W:   0.000
Avg. price 1M:   5.539
Avg. volume 1M:   0.000
Avg. price 6M:   4.440
Avg. volume 6M:   0.000
Avg. price 1Y:   3.011
Avg. volume 1Y:   0.000
Volatility 1M:   40.89%
Volatility 6M:   77.94%
Volatility 1Y:   87.42%
Volatility 3Y:   -