UBS Call 83 AZN 20.09.2024
/ DE000UM5RYF1
UBS Call 83 AZN 20.09.2024/ DE000UM5RYF1 /
8/8/2024 7:31:01 PM |
Chg.+0.031 |
Bid9:42:13 PM |
Ask9:42:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.215EUR |
+16.85% |
0.223 Bid Size: 10,000 |
0.280 Ask Size: 10,000 |
AstraZeneca PLC |
83.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.18 |
Parity: |
-0.92 |
Time value: |
0.25 |
Break-even: |
85.49 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
2.49 |
Spread abs.: |
0.06 |
Spread %: |
31.75% |
Delta: |
0.31 |
Theta: |
-0.06 |
Omega: |
9.09 |
Rho: |
0.02 |
Quote data
Open: |
0.174 |
High: |
0.215 |
Low: |
0.154 |
Previous Close: |
0.184 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.44% |
1 Month |
|
|
+54.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.222 |
0.149 |
1M High / 1M Low: |
0.222 |
0.125 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
278.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |