UBS Call 88 AZN 20.09.2024
/ DE000UM5YH06
UBS Call 88 AZN 20.09.2024/ DE000UM5YH06 /
| 7/17/2024 12:50:23 PM |
Chg.-0.009 |
Bid1:11:55 PM |
Ask1:11:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.091EUR |
-9.00% |
0.091
Bid Size: 7,500 |
0.109
Ask Size: 7,500 |
AstraZeneca PLC |
88.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM5YH0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-1.59 |
| Time value: |
0.11 |
| Break-even: |
89.10 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.01 |
| Spread %: |
8.91% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
11.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.088 |
| High: |
0.093 |
| Low: |
0.088 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.66% |
| 1 Month |
|
|
-27.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.073 |
| 1M High / 1M Low: |
0.141 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
