UBS Call 86 AZN 20.09.2024
/ DE000UM5YGP3
UBS Call 86 AZN 20.09.2024/ DE000UM5YGP3 /
| 18/09/2024 09:00:42 |
Chg.-0.005 |
Bid15:39:36 |
Ask15:39:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-7.81% |
0.068
Bid Size: 10,000 |
-
Ask Size: - |
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: |
103.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.19 |
| Historic volatility: |
0.17 |
| Parity: |
-1.54 |
| Time value: |
0.07 |
| Break-even: |
86.68 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.13 |
| Theta: |
-0.60 |
| Omega: |
13.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.81% |
| 1 Month |
|
|
-74.89% |
| 3 Months |
|
|
-67.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.058 |
| 1M High / 1M Low: |
0.310 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
