UBS Call 81 AZN 20.09.2024
/ DE000UM5WFS3
UBS Call 81 AZN 20.09.2024/ DE000UM5WFS3 /
| 17/07/2024 13:16:55 |
Chg.-0.023 |
Bid14:04:03 |
Ask14:04:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-9.70% |
0.224
Bid Size: 7,500 |
0.242
Ask Size: 7,500 |
AstraZeneca PLC |
81.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5WFS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.25 |
| Break-even: |
83.50 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
9.03 |
| Rho: |
0.04 |
Quote data
| Open: |
0.218 |
| High: |
0.226 |
| Low: |
0.210 |
| Previous Close: |
0.237 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.47% |
| 1 Month |
|
|
-33.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.201 |
| 1M High / 1M Low: |
0.330 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
