UBS Call 535 SYP 21.06.2024
/ DE000UM5VE28
UBS Call 535 SYP 21.06.2024/ DE000UM5VE28 /
| 2024-06-19 8:26:59 AM |
Chg.+0.43 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.01EUR |
+5.67% |
-
Bid Size: - |
-
Ask Size: - |
SYNOPSYS INC. D... |
535.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM5VE2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SYNOPSYS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
535.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
3.56 |
| Historic volatility: |
0.25 |
| Parity: |
4.26 |
| Time value: |
3.96 |
| Break-even: |
617.20 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-13.93 |
| Omega: |
4.67 |
| Rho: |
0.02 |
Quote data
| Open: |
8.01 |
| High: |
8.01 |
| Low: |
8.01 |
| Previous Close: |
7.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
4.41 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.49 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
