UBS Call 124 SAP 20.12.2024
/ CH1251045014
UBS Call 124 SAP 20.12.2024/ CH1251045014 /
| 5/29/2024 8:14:30 AM |
Chg.-0.37 |
Bid6:02:09 PM |
Ask6:02:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.66EUR |
-6.14% |
5.59
Bid Size: 5,000 |
5.60
Ask Size: 5,000 |
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: |
3.10 |
| 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: |
5.66 |
| High: |
5.66 |
| Low: |
5.66 |
| Previous Close: |
6.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.87% |
| 1 Month |
|
|
+6.59% |
| 3 Months |
|
|
+8.64% |
| YTD |
|
|
+139.83% |
| 1 Year |
|
|
+267.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.03 |
5.93 |
| 1M High / 1M Low: |
6.03 |
4.70 |
| 6M High / 6M Low: |
6.11 |
2.05 |
| High (YTD): |
3/27/2024 |
6.11 |
| Low (YTD): |
1/4/2024 |
2.05 |
| 52W High: |
3/27/2024 |
6.11 |
| 52W Low: |
7/26/2023 |
1.24 |
| Avg. price 1W: |
|
5.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
45.22% |
| Volatility 6M: |
|
76.30% |
| Volatility 1Y: |
|
87.22% |
| Volatility 3Y: |
|
- |
