UBS Call 78 AZN 20.09.2024
/ DE000UM56AK9
UBS Call 78 AZN 20.09.2024/ DE000UM56AK9 /
| 18/09/2024 09:00:12 |
Chg.-0.096 |
Bid14:47:11 |
Ask14:47:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.148EUR |
-39.34% |
0.153
Bid Size: 7,500 |
-
Ask Size: - |
AstraZeneca PLC |
78.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM56AK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.44 |
| Historic volatility: |
0.17 |
| Parity: |
-0.74 |
| Time value: |
0.24 |
| Break-even: |
80.44 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.09 |
| Spread %: |
54.43% |
| Delta: |
0.32 |
| Theta: |
-1.14 |
| Omega: |
9.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.148 |
| High: |
0.148 |
| Low: |
0.148 |
| Previous Close: |
0.244 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.71% |
| 1 Month |
|
|
-80.78% |
| 3 Months |
|
|
-69.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.129 |
| 1M High / 1M Low: |
0.960 |
0.129 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
