UBS Knock-Out SNPS/ DE000UM5JQ53 /
| 2024-06-13 3:21:06 PM | Chg.-0.340 | Bid3:21:06 PM | Ask3:21:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.590EUR | -2.85% | 11.590 Bid Size: 2,000 |
11.770 Ask Size: 2,000 |
Synopsys Inc | 465.4811 USD | 2078-12-31 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM5JQ5 |
| Currency: | EUR |
| Underlying: | Synopsys Inc |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 465.4811 USD |
| Maturity: | Endless |
| Issue date: | 2024-05-15 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 4.55 |
| Knock-out: | 465.4811 |
| Knock-out violated on: | - |
| Distance to knock-out: | 105.91 |
| Distance to knock-out %: | 19.74% |
| Distance to strike price: | 105.91 |
| Distance to strike price %: | 19.74% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.09 |
| Spread %: | 0.75% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 11.840 |
|---|---|
| High: | 12.050 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.42% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.930 | 10.070 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.718 | |
| 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: | - |
