UBS Call 86 AZN 20.09.2024
/ DE000UM5YGP3
UBS Call 86 AZN 20.09.2024/ DE000UM5YGP3 /
| 7/17/2024 8:59:55 AM |
Chg.+0.003 |
Bid1:51:27 PM |
Ask1:51:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
+2.78% |
0.112
Bid Size: 7,500 |
0.130
Ask Size: 7,500 |
AstraZeneca PLC |
86.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-1.39 |
| Time value: |
0.13 |
| Break-even: |
87.32 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.01 |
| Spread %: |
7.32% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
10.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.108 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-36.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.129 |
0.074 |
| 1M High / 1M Low: |
0.179 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
