UBS Call 132 SAP 20.12.2024
/ CH1253811363
UBS Call 132 SAP 20.12.2024/ CH1253811363 /
2024-05-15 10:12:19 AM |
Chg.-0.09 |
Bid5:39:03 PM |
Ask5:39:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.61EUR |
-1.91% |
4.69 Bid Size: 5,000 |
4.70 Ask Size: 5,000 |
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: |
4.61 |
High: |
4.61 |
Low: |
4.61 |
Previous Close: |
4.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.54% |
1 Month |
|
|
+4.77% |
3 Months |
|
|
+21.96% |
YTD |
|
|
+153.30% |
1 Year |
|
|
+300.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.87 |
4.54 |
1M High / 1M Low: |
4.87 |
3.83 |
6M High / 6M Low: |
5.38 |
1.54 |
High (YTD): |
2024-03-27 |
5.38 |
Low (YTD): |
2024-01-04 |
1.54 |
52W High: |
2024-03-27 |
5.38 |
52W Low: |
2023-07-26 |
0.89 |
Avg. price 1W: |
|
4.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.31 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
83.81% |
Volatility 6M: |
|
89.11% |
Volatility 1Y: |
|
98.12% |
Volatility 3Y: |
|
- |