UBS Call 128 SAP 20.12.2024
/ CH1251045048
UBS Call 128 SAP 20.12.2024/ CH1251045048 /
| 6/3/2024 9:53:25 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.530EUR |
+2.95% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
128.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1N0L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
3.80 |
| Time value: |
0.61 |
| Break-even: |
172.10 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.27 |
| Rho: |
0.55 |
Quote data
| Open: |
4.500 |
| High: |
4.600 |
| Low: |
4.360 |
| Previous Close: |
4.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.82% |
| 1 Month |
|
|
-0.88% |
| 3 Months |
|
|
-8.85% |
| YTD |
|
|
+122.06% |
| 1 Year |
|
|
+214.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.650 |
4.330 |
| 1M High / 1M Low: |
5.650 |
4.330 |
| 6M High / 6M Low: |
5.740 |
1.760 |
| High (YTD): |
3/26/2024 |
5.740 |
| Low (YTD): |
1/4/2024 |
1.760 |
| 52W High: |
3/26/2024 |
5.740 |
| 52W Low: |
7/26/2023 |
1.040 |
| Avg. price 1W: |
|
4.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.769 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.11% |
| Volatility 6M: |
|
86.99% |
| Volatility 1Y: |
|
94.14% |
| Volatility 3Y: |
|
- |
