UBS Call 88 AZN 20.12.2024
/ DE000UM6GN74
UBS Call 88 AZN 20.12.2024/ DE000UM6GN74 /
| 2024-07-25 5:23:04 PM |
Chg.-0.076 |
Bid5:23:04 PM |
Ask5:23:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
-29.23% |
0.184
Bid Size: 10,000 |
0.194
Ask Size: 10,000 |
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: |
27.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
-1.45 |
| Time value: |
0.27 |
| Break-even: |
90.70 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
7.66 |
| Rho: |
0.07 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.146 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.58% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.226 |
| 1M High / 1M Low: |
0.280 |
0.175 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
