UBS Call 125 SAP 20.12.2024
/ CH1251045022
UBS Call 125 SAP 20.12.2024/ CH1251045022 /
| 2024-06-03 9:54:35 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
+3.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
4.10 |
| Time value: |
0.58 |
| Break-even: |
171.80 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.12 |
| Rho: |
0.54 |
Quote data
| Open: |
4.770 |
| High: |
4.880 |
| Low: |
4.630 |
| Previous Close: |
4.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.89% |
| 1 Month |
|
|
-0.82% |
| 3 Months |
|
|
-8.21% |
| YTD |
|
|
+113.78% |
| 1 Year |
|
|
+202.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
4.610 |
| 1M High / 1M Low: |
5.930 |
4.610 |
| 6M High / 6M Low: |
6.020 |
1.950 |
| High (YTD): |
2024-03-26 |
6.020 |
| Low (YTD): |
2024-01-04 |
1.950 |
| 52W High: |
2024-03-26 |
6.020 |
| 52W Low: |
2023-07-26 |
1.170 |
| Avg. price 1W: |
|
5.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.976 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
72.36% |
| Volatility 6M: |
|
83.00% |
| Volatility 1Y: |
|
90.83% |
| Volatility 3Y: |
|
- |
