UBS Call 132 SAP 20.12.2024
/ CH1253811363
UBS Call 132 SAP 20.12.2024/ CH1253811363 /
| 2024-05-15 9:16:12 AM |
Chg.+0.030 |
Bid9:16:12 AM |
Ask9:16:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.700EUR |
+0.64% |
4.700
Bid Size: 100,000 |
4.710
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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
4.47 |
| Time value: |
0.26 |
| Break-even: |
179.30 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.650 |
| High: |
4.740 |
| Low: |
4.630 |
| Previous Close: |
4.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.26% |
| 1 Month |
|
|
+11.37% |
| 3 Months |
|
|
+23.04% |
| YTD |
|
|
+164.04% |
| 1 Year |
|
|
+305.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.670 |
| 1M High / 1M Low: |
4.870 |
3.720 |
| 6M High / 6M Low: |
5.370 |
1.520 |
| High (YTD): |
2024-03-26 |
5.370 |
| Low (YTD): |
2024-01-04 |
1.520 |
| 52W High: |
2024-03-26 |
5.370 |
| 52W Low: |
2023-07-26 |
0.880 |
| Avg. price 1W: |
|
4.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.301 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.48% |
| Volatility 6M: |
|
91.84% |
| Volatility 1Y: |
|
100.45% |
| Volatility 3Y: |
|
- |
