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UBS Call 132 SAP 20.12.2024/  CH1253811363  /

Frankfurt Zert./UBS
2024-05-15  4:33:49 PM Chg.+0.100 Bid5:22:19 PM Ask5:22:19 PM Underlying Strike price Expiration date Option type
4.670EUR +2.19% 4.730
Bid Size: 100,000		 4.740
Ask Size: 100,000		 SAP SE O.N. 132.00 - 2024-12-20 Call
 

Master data

WKN: UL3Q3M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 4.59
Intrinsic value: 4.27
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 4.27
Time value: 0.41
Break-even: 178.80
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.94
Theta: -0.02
Omega: 3.50
Rho: 0.70
 

Quote data

Open: 4.650
High: 4.680
Low: 4.590
Previous Close: 4.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+8.10%
3 Months  
+23.22%
YTD  
+163.84%
1 Year  
+306.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.850 4.570
1M High / 1M Low: 4.850 3.740
6M High / 6M Low: 5.440 1.550
High (YTD): 2024-03-26 5.440
Low (YTD): 2024-01-04 1.550
52W High: 2024-03-26 5.440
52W Low: 2023-07-26 0.890
Avg. price 1W:   4.724
Avg. volume 1W:   0.000
Avg. price 1M:   4.374
Avg. volume 1M:   0.000
Avg. price 6M:   3.489
Avg. volume 6M:   0.000
Avg. price 1Y:   2.310
Avg. volume 1Y:   0.000
Volatility 1M:   89.42%
Volatility 6M:   93.36%
Volatility 1Y:   98.76%
Volatility 3Y:   -