UBS Call 550 SYP 20.09.2024
/ DE000UM5F5M1
UBS Call 550 SYP 20.09.2024/ DE000UM5F5M1 /
30/08/2024 08:25:35 |
Chg.-0.030 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-3.90% |
- Bid Size: - |
- Ask Size: - |
SYNOPSYS INC. D... |
550.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UM5F5M |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SYNOPSYS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 - |
Maturity: |
20/09/2024 |
Issue date: |
14/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.28 |
Parity: |
-7.97 |
Time value: |
0.83 |
Break-even: |
558.30 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
21.86 |
Spread abs.: |
0.09 |
Spread %: |
12.16% |
Delta: |
0.20 |
Theta: |
-0.57 |
Omega: |
11.46 |
Rho: |
0.05 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.740 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-67.83% |
1 Month |
|
|
-72.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
0.740 |
1M High / 1M Low: |
3.930 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
364.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |