UBS Call 72 AZN 20.09.2024
/ DE000UM6CF52
UBS Call 72 AZN 20.09.2024/ DE000UM6CF52 /
| 8/8/2024 7:30:59 PM |
Chg.+0.090 |
Bid9:38:17 PM |
Ask9:38:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+10.47% |
0.970
Bid Size: 10,000 |
1.030
Ask Size: 10,000 |
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: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.18 |
| Parity: |
0.18 |
| Time value: |
0.75 |
| Break-even: |
81.30 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
4.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.800 |
| High: |
0.950 |
| Low: |
0.790 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.790 |
| 1M High / 1M Low: |
0.940 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
