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UBS Call 126 SAP 20.12.2024/  CH1251045030  /

UBS Investment Bank
6/4/2024  11:08:37 AM Chg.-0.070 Bid11:08:37 AM Ask11:08:37 AM Underlying Strike price Expiration date Option type
4.650EUR -1.48% 4.650
Bid Size: 100,000		 4.660
Ask Size: 100,000		 SAP SE O.N. 126.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 4.23
Implied volatility: 0.37
Historic volatility: 0.21
Parity: 4.23
Time value: 0.49
Break-even: 173.20
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.90
Theta: -0.03
Omega: 3.21
Rho: 0.57
 

Quote data

Open: 4.690
High: 4.740
Low: 4.600
Previous Close: 4.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.76%
1 Month
  -2.31%
3 Months
  -13.08%
YTD  
+113.30%
1 Year  
+201.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.520 4.520
1M High / 1M Low: 5.840 4.520
6M High / 6M Low: 5.920 1.890
High (YTD): 3/26/2024 5.920
Low (YTD): 1/4/2024 1.890
52W High: 3/26/2024 5.920
52W Low: 7/26/2023 1.130
Avg. price 1W:   4.954
Avg. volume 1W:   0.000
Avg. price 1M:   5.342
Avg. volume 1M:   0.000
Avg. price 6M:   4.299
Avg. volume 6M:   0.000
Avg. price 1Y:   2.914
Avg. volume 1Y:   0.000
Volatility 1M:   73.55%
Volatility 6M:   84.13%
Volatility 1Y:   91.58%
Volatility 3Y:   -