UBS Call 80 AZN 20.09.2024
/ DE000UM5VD11
UBS Call 80 AZN 20.09.2024/ DE000UM5VD11 /
| 16/08/2024 08:13:25 |
Chg.+0.060 |
Bid14:51:10 |
Ask14:51:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+11.11% |
0.620
Bid Size: 5,000 |
0.640
Ask Size: 5,000 |
AstraZeneca PLC |
80.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5VD1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.18 |
| Parity: |
-0.26 |
| Time value: |
0.65 |
| Break-even: |
86.50 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.06 |
| Spread %: |
10.17% |
| Delta: |
0.50 |
| Theta: |
-0.11 |
| Omega: |
5.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.16% |
| 1 Month |
|
|
+114.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.540 |
0.202 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
