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UBS Call 125 SAP 20.12.2024/  CH1251045022  /

Frankfurt Zert./UBS
2024-05-29  3:57:00 PM Chg.-0.100 Bid4:06:22 PM Ask4:06:22 PM Underlying Strike price Expiration date Option type
5.510EUR -1.78% 5.510
Bid Size: 100,000		 5.520
Ask Size: 100,000		 SAP SE O.N. 125.00 - 2024-12-20 Call
 

Master data

WKN: UL13CA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 5.49
Intrinsic value: 5.22
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 5.22
Time value: 0.40
Break-even: 181.20
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.94
Theta: -0.03
Omega: 2.96
Rho: 0.62
 

Quote data

Open: 5.570
High: 5.740
Low: 5.440
Previous Close: 5.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.16%
1 Month  
+11.54%
3 Months  
+6.37%
YTD  
+145.98%
1 Year  
+257.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.980 5.610
1M High / 1M Low: 5.980 4.700
6M High / 6M Low: 6.080 1.980
High (YTD): 2024-03-26 6.080
Low (YTD): 2024-01-04 1.980
52W High: 2024-03-26 6.080
52W Low: 2023-07-26 1.180
Avg. price 1W:   5.840
Avg. volume 1W:   0.000
Avg. price 1M:   5.413
Avg. volume 1M:   0.000
Avg. price 6M:   4.329
Avg. volume 6M:   0.000
Avg. price 1Y:   2.931
Avg. volume 1Y:   0.000
Volatility 1M:   45.36%
Volatility 6M:   80.95%
Volatility 1Y:   83.66%
Volatility 3Y:   -