UBS Call 525 SYP 21.06.2024
/ DE000UM5MGF9
UBS Call 525 SYP 21.06.2024/ DE000UM5MGF9 /
| 2024-06-19 6:23:19 PM |
Chg.+0.110 |
Bid6:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.120EUR |
+1.22% |
-
Bid Size: - |
-
Ask Size: - |
SYNOPSYS INC. D... |
525.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM5MGF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SYNOPSYS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
525.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
3.38 |
| Historic volatility: |
0.25 |
| Parity: |
5.26 |
| Time value: |
3.26 |
| Break-even: |
610.20 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.62 |
| Spread %: |
-6.78% |
| Delta: |
0.69 |
| Theta: |
-12.70 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
9.110 |
| High: |
9.150 |
| Low: |
8.940 |
| Previous Close: |
9.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.99% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.010 |
6.020 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
