UBS Call 75 AZN 20.09.2024
/ DE000UM5MJ73
UBS Call 75 AZN 20.09.2024/ DE000UM5MJ73 /
| 16/08/2024 08:15:49 |
Chg.+0.080 |
Bid12:46:44 |
Ask12:46:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+8.51% |
1.060
Bid Size: 5,000 |
1.080
Ask Size: 5,000 |
AstraZeneca PLC |
75.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5MJ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
0.82 |
| Break-even: |
85.60 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.06 |
| Spread %: |
6.00% |
| Delta: |
0.60 |
| Theta: |
-0.13 |
| Omega: |
4.42 |
| Rho: |
0.03 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.73% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.730 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
