UBS Call 83 AZN 20.09.2024
/ DE000UM5RYF1
UBS Call 83 AZN 20.09.2024/ DE000UM5RYF1 /
| 7/17/2024 8:29:42 AM |
Chg.+0.002 |
Bid1:00:54 PM |
Ask1:00:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
+1.25% |
0.162
Bid Size: 7,500 |
0.181
Ask Size: 7,500 |
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: |
37.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-1.09 |
| Time value: |
0.19 |
| Break-even: |
84.90 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
4.97% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
9.87 |
| Rho: |
0.03 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.114 |
| 1M High / 1M Low: |
0.270 |
0.114 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
