UBS Call 88 AZN 20.12.2024
/ DE000UM6GN74
UBS Call 88 AZN 20.12.2024/ DE000UM6GN74 /
| 2024-11-06 7:14:29 PM |
Chg.-0.003 |
Bid2024-11-06 |
Ask2024-11-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-4.92% |
0.058
Bid Size: 20,000 |
0.067
Ask Size: 20,000 |
AstraZeneca PLC |
88.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM6GN7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
-2.74 |
| Time value: |
0.07 |
| Break-even: |
88.72 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
22.59 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
8.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.059 |
| Low: |
0.025 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-57.35% |
| 3 Months |
|
|
-73.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.061 |
| 1M High / 1M Low: |
0.132 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
