UBS Call 560 SYP 21.06.2024
/ DE000UM5FX09
UBS Call 560 SYP 21.06.2024/ DE000UM5FX09 /
| 2024-06-20 9:40:55 AM |
Chg.+0.320 |
Bid9:40:55 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.180EUR |
+5.46% |
6.180
Bid Size: 1,000 |
-
Ask Size: - |
SYNOPSYS INC. D... |
560.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM5FX0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SYNOPSYS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.25 |
| Parity: |
1.76 |
| Time value: |
1.13 |
| Break-even: |
588.90 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
32.93 |
| Spread abs.: |
-0.86 |
| Spread %: |
-22.93% |
| Delta: |
0.66 |
| Theta: |
-4.38 |
| Omega: |
13.24 |
| Rho: |
0.02 |
Quote data
| Open: |
6.110 |
| High: |
6.220 |
| Low: |
6.020 |
| Previous Close: |
5.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.20% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.900 |
2.940 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.318 |
| 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: |
|
- |
