UBS Call 95 AZN 20.12.2024
/ DE000UM9F9R8
UBS Call 95 AZN 20.12.2024/ DE000UM9F9R8 /
| 2024-11-06 4:26:38 PM |
Chg.-0.005 |
Bid4:26:38 PM |
Ask4:26:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-8.06% |
0.057
Bid Size: 20,000 |
0.066
Ask Size: 20,000 |
AstraZeneca PLC |
95.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM9F9R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.18 |
| Parity: |
-3.44 |
| Time value: |
0.07 |
| Break-even: |
95.71 |
| Moneyness: |
0.64 |
| Premium: |
0.58 |
| Premium p.a.: |
43.26 |
| Spread abs.: |
0.01 |
| Spread %: |
14.52% |
| Delta: |
0.09 |
| Theta: |
-0.04 |
| Omega: |
7.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.057 |
| Low: |
0.023 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.062 |
| 1M High / 1M Low: |
0.082 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
