UBS Call 74 AZN 20.09.2024
/ DE000UM6GN66
UBS Call 74 AZN 20.09.2024/ DE000UM6GN66 /
| 8/16/2024 8:58:33 AM |
Chg.+0.12 |
Bid12:00:59 PM |
Ask12:00:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+12.00% |
1.14
Bid Size: 5,000 |
1.16
Ask Size: 5,000 |
AstraZeneca PLC |
74.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
0.81 |
| Break-even: |
85.50 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.06 |
| Spread %: |
5.50% |
| Delta: |
0.62 |
| Theta: |
-0.14 |
| Omega: |
4.18 |
| Rho: |
0.04 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+96.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.77 |
| 1M High / 1M Low: |
1.00 |
0.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
