UBS Call 70 AZN 20.09.2024
/ DE000UM6EKZ4
UBS Call 70 AZN 20.09.2024/ DE000UM6EKZ4 /
| 8/16/2024 8:09:54 AM |
Chg.+0.090 |
Bid1:45:40 PM |
Ask1:45:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+6.57% |
1.500
Bid Size: 5,000 |
1.520
Ask Size: 5,000 |
AstraZeneca PLC |
70.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM6EKZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.76 |
| Break-even: |
85.00 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.05 |
| Spread %: |
3.45% |
| Delta: |
0.68 |
| Theta: |
-0.15 |
| Omega: |
3.50 |
| Rho: |
0.04 |
Quote data
| Open: |
1.460 |
| High: |
1.460 |
| Low: |
1.460 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.96% |
| 1 Month |
|
|
+60.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.150 |
| 1M High / 1M Low: |
1.370 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
