UBS Call 132 SAP 20.12.2024
/ CH1253811363
UBS Call 132 SAP 20.12.2024/ CH1253811363 /
| 03/06/2024 08:08:00 |
Chg.+0.08 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.15EUR |
+1.97% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.10 |
| 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: |
4.15 |
| High: |
4.15 |
| Low: |
4.15 |
| Previous Close: |
4.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.50% |
| 1 Month |
|
|
+2.98% |
| 3 Months |
|
|
-9.98% |
| YTD |
|
|
+128.02% |
| 1 Year |
|
|
+229.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.32 |
4.07 |
| 1M High / 1M Low: |
5.32 |
4.03 |
| 6M High / 6M Low: |
5.38 |
1.54 |
| High (YTD): |
27/03/2024 |
5.38 |
| Low (YTD): |
04/01/2024 |
1.54 |
| 52W High: |
27/03/2024 |
5.38 |
| 52W Low: |
26/07/2023 |
0.89 |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.54% |
| Volatility 6M: |
|
90.00% |
| Volatility 1Y: |
|
97.98% |
| Volatility 3Y: |
|
- |
