UBS Call 84 AZN 20.09.2024
/ DE000UM6EH09
UBS Call 84 AZN 20.09.2024/ DE000UM6EH09 /
| 16/08/2024 08:08:34 |
Chg.+0.040 |
Bid12:26:47 |
Ask12:26:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+13.79% |
0.360
Bid Size: 5,000 |
0.380
Ask Size: 5,000 |
AstraZeneca PLC |
84.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM6EH0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.18 |
| Parity: |
-0.66 |
| Time value: |
0.37 |
| Break-even: |
87.70 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
2.69 |
| Spread abs.: |
0.06 |
| Spread %: |
19.35% |
| Delta: |
0.38 |
| Theta: |
-0.09 |
| Omega: |
8.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.57% |
| 1 Month |
|
|
+112.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.175 |
| 1M High / 1M Low: |
0.290 |
0.112 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
