UBS Call 83 AZN 20.09.2024
/ DE000UM5RYF1
UBS Call 83 AZN 20.09.2024/ DE000UM5RYF1 /
| 16/08/2024 08:16:35 |
Chg.+0.040 |
Bid13:45:40 |
Ask13:45:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+11.43% |
0.420
Bid Size: 5,000 |
0.440
Ask Size: 5,000 |
AstraZeneca PLC |
83.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5RYF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.18 |
| Parity: |
-0.56 |
| Time value: |
0.43 |
| Break-even: |
87.30 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
0.41 |
| Theta: |
-0.09 |
| Omega: |
7.45 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.10% |
| 1 Month |
|
|
+117.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.213 |
| 1M High / 1M Low: |
0.350 |
0.128 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.299 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
