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UBS Call 132 SAP 20.12.2024/  CH1253811363  /

Frankfurt Zert./UBS
04/06/2024  10:10:11 Chg.+0.120 Bid10:30:36 Ask10:30:36 Underlying Strike price Expiration date Option type
4.180EUR +2.96% 4.170
Bid Size: 100,000		 4.180
Ask Size: 100,000		 SAP SE O.N. 132.00 - 20/12/2024 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: 20/12/2024
Issue date: 07/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 3.93
Intrinsic value: 3.63
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 3.63
Time value: 0.55
Break-even: 173.80
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.88
Theta: -0.03
Omega: 3.53
Rho: 0.58
 

Quote data

Open: 4.080
High: 4.180
Low: 4.080
Previous Close: 4.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -0.71%
3 Months
  -12.73%
YTD  
+136.16%
1 Year  
+229.13%
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): 26/03/2024 5.440
Low (YTD): 04/01/2024 1.550
52W High: 26/03/2024 5.440
52W Low: 26/07/2023 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:   -