UBS Call 525 SYP 21.06.2024
/ DE000UM5MGF9
UBS Call 525 SYP 21.06.2024/ DE000UM5MGF9 /
| 2024-06-14 9:56:56 PM |
Chg.+0.260 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.350EUR |
+4.27% |
-
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: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
1.79 |
| Historic volatility: |
0.25 |
| Parity: |
2.64 |
| Time value: |
3.71 |
| Break-even: |
588.50 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
51.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-4.00 |
| Omega: |
5.47 |
| Rho: |
0.05 |
Quote data
| Open: |
5.760 |
| High: |
6.610 |
| Low: |
5.660 |
| Previous Close: |
6.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.490 |
5.020 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.868 |
| 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: |
|
- |
