UBS Call 132 SAP 20.12.2024
/ CH1253811363
UBS Call 132 SAP 20.12.2024/ CH1253811363 /
| 28/05/2024 21:54:51 |
Chg.-0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.960EUR |
-5.88% |
-
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: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.13 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
4.84 |
| Time value: |
0.44 |
| Break-even: |
184.80 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.17 |
| Rho: |
0.65 |
Quote data
| Open: |
5.260 |
| High: |
5.390 |
| Low: |
4.900 |
| Previous Close: |
5.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.69% |
| 1 Month |
|
|
+15.35% |
| 3 Months |
|
|
+7.36% |
| YTD |
|
|
+178.65% |
| 1 Year |
|
|
+323.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.270 |
4.960 |
| 1M High / 1M Low: |
5.270 |
4.020 |
| 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: |
|
5.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.453 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
47.87% |
| Volatility 6M: |
|
90.17% |
| Volatility 1Y: |
|
99.02% |
| Volatility 3Y: |
|
- |
