UBS Call 126 SAP 20.12.2024
/ CH1251045030
UBS Call 126 SAP 20.12.2024/ CH1251045030 /
| 2024-06-03 7:26:09 PM |
Chg.+0.120 |
Bid9:55:00 PM |
Ask9:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
+2.68% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
126.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1Y0L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
4.00 |
| Time value: |
0.59 |
| Break-even: |
171.90 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.17 |
| Rho: |
0.55 |
Quote data
| Open: |
4.580 |
| High: |
4.740 |
| Low: |
4.560 |
| Previous Close: |
4.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.23% |
| 1 Month |
|
|
-3.16% |
| 3 Months |
|
|
-10.16% |
| YTD |
|
|
+111.01% |
| 1 Year |
|
|
+204.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.840 |
4.480 |
| 1M High / 1M Low: |
5.920 |
4.480 |
| 6M High / 6M Low: |
5.980 |
1.920 |
| High (YTD): |
2024-03-26 |
5.980 |
| Low (YTD): |
2024-01-04 |
1.920 |
| 52W High: |
2024-03-26 |
5.980 |
| 52W Low: |
2023-07-26 |
1.140 |
| Avg. price 1W: |
|
5.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.913 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.58% |
| Volatility 6M: |
|
86.53% |
| Volatility 1Y: |
|
87.06% |
| Volatility 3Y: |
|
- |
