UBS Call 86 AZN 20.09.2024
/ DE000UM5YGP3
UBS Call 86 AZN 20.09.2024/ DE000UM5YGP3 /
| 28/06/2024 19:38:15 |
Chg.-0.002 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-1.65% |
0.114
Bid Size: 10,000 |
0.175
Ask Size: 10,000 |
AstraZeneca PLC |
86.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5YGP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-1.32 |
| Time value: |
0.18 |
| Break-even: |
87.75 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.06 |
| Spread %: |
53.51% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
9.73 |
| Rho: |
0.03 |
Quote data
| Open: |
0.136 |
| High: |
0.149 |
| Low: |
0.119 |
| Previous Close: |
0.121 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.41% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.119 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
