UBS Call 82 AZN 20.09.2024
/ DE000UM58GQ9
UBS Call 82 AZN 20.09.2024/ DE000UM58GQ9 /
| 08/08/2024 19:28:48 |
Chg.+0.033 |
Bid21:50:33 |
Ask21:50:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+15.21% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
82.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM58GQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.18 |
| Parity: |
-0.82 |
| Time value: |
0.29 |
| Break-even: |
84.90 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.06 |
| Spread %: |
28.32% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
8.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.186 |
| High: |
0.250 |
| Low: |
0.182 |
| Previous Close: |
0.217 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.93% |
| 1 Month |
|
|
+54.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
0.260 |
0.145 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
