UBS Call 140 SAP 20.12.2024/  CH1259655061  /

Frankfurt Zert./UBS
2024-05-15  9:24:22 AM Chg.+0.100 Bid9:40:22 AM Ask9:40:22 AM Underlying Strike price Expiration date Option type
3.960EUR +2.59% 3.910
Bid Size: 100,000
3.920
Ask Size: 100,000
SAP SE O.N. 140.00 - 2024-12-20 Call
 

Master data

WKN: UL58VC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 3.67
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 3.67
Time value: 0.34
Break-even: 180.10
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.98
Theta: -0.02
Omega: 4.31
Rho: 0.80
 

Quote data

Open: 3.960
High: 3.960
Low: 3.960
Previous Close: 3.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+8.79%
3 Months  
+25.71%
YTD  
+202.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 3.860
1M High / 1M Low: 4.130 3.090
6M High / 6M Low: 4.710 1.120
High (YTD): 2024-03-26 4.710
Low (YTD): 2024-01-04 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   4.004
Avg. volume 1W:   0.000
Avg. price 1M:   3.680
Avg. volume 1M:   0.000
Avg. price 6M:   2.878
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.15%
Volatility 6M:   107.22%
Volatility 1Y:   -
Volatility 3Y:   -