UBS Call 84 AZN 20.12.2024
/ DE000UM6CAJ3
UBS Call 84 AZN 20.12.2024/ DE000UM6CAJ3 /
| 2024-07-25 5:18:19 PM |
Chg.-0.110 |
Bid5:18:19 PM |
Ask5:18:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-28.95% |
0.270
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
AstraZeneca PLC |
84.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM6CAJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
0.39 |
| Break-even: |
87.90 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
6.80 |
| Rho: |
0.09 |
Quote data
| Open: |
0.370 |
| High: |
0.400 |
| Low: |
0.210 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-32.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
