UBS Call 132 SAP 20.12.2024
/ CH1253811363
UBS Call 132 SAP 20.12.2024/ CH1253811363 /
| 6/3/2024 7:30:26 PM |
Chg.+0.130 |
Bid9:54:38 PM |
Ask9:54:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.060EUR |
+3.31% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
132.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
3.40 |
| Time value: |
0.65 |
| Break-even: |
172.50 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
3.50 |
| Rho: |
0.55 |
Quote data
| Open: |
4.050 |
| High: |
4.200 |
| Low: |
4.030 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.98% |
| 1 Month |
|
|
-3.56% |
| 3 Months |
|
|
-15.24% |
| YTD |
|
|
+129.38% |
| 1 Year |
|
|
+219.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.950 |
3.930 |
| 1M High / 1M Low: |
5.350 |
3.930 |
| 6M High / 6M Low: |
5.440 |
1.550 |
| High (YTD): |
3/26/2024 |
5.440 |
| Low (YTD): |
1/4/2024 |
1.550 |
| 52W High: |
3/26/2024 |
5.440 |
| 52W Low: |
7/26/2023 |
0.890 |
| Avg. price 1W: |
|
4.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.794 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.514 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.41% |
| Volatility 6M: |
|
95.00% |
| Volatility 1Y: |
|
99.38% |
| Volatility 3Y: |
|
- |
