UBS Call 74 AZN 18.06.2026
/ DE000UP2EEQ2
UBS Call 74 AZN 18.06.2026/ DE000UP2EEQ2 /
| 2024-11-06 8:21:46 AM |
Chg.-0.240 |
Bid7:03:21 PM |
Ask7:03:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-26.37% |
0.560
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
AstraZeneca PLC |
74.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
UP2EEQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-09-27 |
| Last trading day: |
2026-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.71 |
| Time value: |
0.66 |
| Break-even: |
74.28 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.38 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.840 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| 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: |
|
- |
