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UBS Call 132 SAP 20.12.2024/  CH1253811363  /

UBS Investment Bank
15/05/2024  15:48:55 Chg.0.000 Bid15:48:55 Ask15:48:55 Underlying Strike price Expiration date Option type
4.670EUR 0.00% 4.670
Bid Size: 100,000		 4.680
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: 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: 4.650
High: 4.740
Low: 4.570
Previous Close: 4.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+10.66%
3 Months  
+22.25%
YTD  
+162.36%
1 Year  
+302.59%
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): 26/03/2024 5.370
Low (YTD): 04/01/2024 1.520
52W High: 26/03/2024 5.370
52W Low: 26/07/2023 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:   -