UBS Call 72 AZN 20.09.2024
/ DE000UM6CF52
UBS Call 72 AZN 20.09.2024/ DE000UM6CF52 /
| 8/16/2024 8:06:48 AM |
Chg.+0.080 |
Bid3:20:23 PM |
Ask3:20:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
72.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM6CF5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.54 |
| Time value: |
0.79 |
| Break-even: |
85.30 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.06 |
| Spread %: |
4.72% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
3.79 |
| Rho: |
0.04 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.280 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.61% |
| 1 Month |
|
|
+70.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.980 |
| 1M High / 1M Low: |
1.200 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
