UBS Call 80 AZN 20.12.2024
/ DE000UM5FVM8
UBS Call 80 AZN 20.12.2024/ DE000UM5FVM8 /
| 07/11/2024 13:35:57 |
Chg.-0.008 |
Bid13:35:57 |
Ask13:35:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-12.70% |
0.055
Bid Size: 7,500 |
0.074
Ask Size: 7,500 |
AstraZeneca PLC |
80.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM5FVM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.19 |
| Parity: |
-2.05 |
| Time value: |
0.07 |
| Break-even: |
80.72 |
| Moneyness: |
0.74 |
| Premium: |
0.36 |
| Premium p.a.: |
12.32 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
9.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.057 |
| Low: |
0.051 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.14% |
| 1 Month |
|
|
-82.26% |
| 3 Months |
|
|
-90.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.063 |
| 1M High / 1M Low: |
0.340 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
