UBS Call 82 AZN 20.09.2024
/ DE000UM58GQ9
UBS Call 82 AZN 20.09.2024/ DE000UM58GQ9 /
| 7/12/2024 8:55:02 AM |
Chg.+0.031 |
Bid9:11:35 AM |
Ask9:11:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+19.02% |
0.214
Bid Size: 5,000 |
0.242
Ask Size: 5,000 |
AstraZeneca PLC |
82.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-1.02 |
| Time value: |
0.23 |
| Break-even: |
84.30 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.06 |
| Spread %: |
34.50% |
| Delta: |
0.29 |
| Theta: |
-0.04 |
| Omega: |
9.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.163 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.12% |
| 1 Month |
|
|
-37.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.137 |
| 1M High / 1M Low: |
0.310 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
