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UBS Call 130 SAP 20.12.2024/  CH1251045055  /

Frankfurt Zert./UBS
2024-06-04  9:05:27 AM Chg.+0.030 Bid9:19:55 AM Ask9:19:55 AM Underlying Strike price Expiration date Option type
4.270EUR +0.71% 4.280
Bid Size: 100,000		 4.290
Ask Size: 100,000		 SAP SE O.N. 130.00 - 2024-12-20 Call
 

Master data

WKN: UL1P6S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 3.60
Implied volatility: 0.38
Historic volatility: 0.21
Parity: 3.60
Time value: 0.63
Break-even: 172.30
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.86
Theta: -0.04
Omega: 3.38
Rho: 0.55
 

Quote data

Open: 4.270
High: 4.270
Low: 4.270
Previous Close: 4.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.09%
1 Month
  -2.73%
3 Months
  -14.08%
YTD  
+124.74%
1 Year  
+223.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.150 4.120
1M High / 1M Low: 5.570 4.120
6M High / 6M Low: 5.620 1.660
High (YTD): 2024-03-26 5.620
Low (YTD): 2024-01-04 1.660
52W High: 2024-03-26 5.620
52W Low: 2023-07-26 0.970
Avg. price 1W:   4.550
Avg. volume 1W:   0.000
Avg. price 1M:   4.964
Avg. volume 1M:   0.000
Avg. price 6M:   3.959
Avg. volume 6M:   0.000
Avg. price 1Y:   2.649
Avg. volume 1Y:   0.000
Volatility 1M:   82.29%
Volatility 6M:   92.33%
Volatility 1Y:   93.01%
Volatility 3Y:   -