UBS Call 84 AZN 20.09.2024
/ DE000UM6EH09
UBS Call 84 AZN 20.09.2024/ DE000UM6EH09 /
| 7/17/2024 9:00:14 AM |
Chg.+0.005 |
Bid1:42:11 PM |
Ask1:42:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
+3.57% |
0.140
Bid Size: 7,500 |
0.159
Ask Size: 7,500 |
AstraZeneca PLC |
84.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-1.19 |
| Time value: |
0.17 |
| Break-even: |
85.67 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.01 |
| Spread %: |
5.70% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
10.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.145 |
| High: |
0.145 |
| Low: |
0.145 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.46% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.099 |
| 1M High / 1M Low: |
0.232 |
0.099 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
