UBS Call 535 SYP 21.06.2024
/ DE000UM5VE28
UBS Call 535 SYP 21.06.2024/ DE000UM5VE28 /
| 6/20/2024 8:26:39 AM |
Chg.+0.44 |
Bid9:59:58 AM |
Ask9:59:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.45EUR |
+5.49% |
-
Bid Size: - |
-
Ask Size: - |
SYNOPSYS INC. D... |
535.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
4.92 |
| Historic volatility: |
0.25 |
| Parity: |
4.22 |
| Time value: |
3.83 |
| Break-even: |
615.50 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-27.11 |
| Omega: |
4.76 |
| Rho: |
0.01 |
Quote data
| Open: |
8.45 |
| High: |
8.45 |
| Low: |
8.45 |
| Previous Close: |
8.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.01 |
4.92 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.21 |
| 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: |
|
- |
