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UBS Call 70 AZN 20.09.2024/  DE000UM6EKZ4  /

EUWAX
28/06/2024  08:55:47 Chg.-0.040 Bid22:00:15 Ask22:00:15 Underlying Strike price Expiration date Option type
0.930EUR -4.12% -
Bid Size: -		 -
Ask Size: -		 AstraZeneca PLC 70.00 - 20/09/2024 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: 20/09/2024
Issue date: 03/06/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.66
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.28
Implied volatility: 0.57
Historic volatility: 0.20
Parity: 0.28
Time value: 0.67
Break-even: 79.50
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 6.74%
Delta: 0.62
Theta: -0.05
Omega: 4.77
Rho: 0.08
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.12%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.930
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.990
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:   -