UBS Call 74 AZN 20.09.2024
/ DE000UM6GN66
UBS Call 74 AZN 20.09.2024/ DE000UM6GN66 /
| 11/07/2024 19:39:16 |
Chg.+0.020 |
Bid09:18:58 |
Ask09:18:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.670
Bid Size: 5,000 |
0.700
Ask Size: 5,000 |
AstraZeneca PLC |
74.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM6GN6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.60 |
| Break-even: |
80.00 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
6.07 |
| Rho: |
0.06 |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.480 |
| 1M High / 1M Low: |
0.810 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
