UBS Call 59 AZN 21.03.2025/  DE000UP1C3N4  /

Frankfurt Zert./UBS
1/10/2025  12:11:23 PM Chg.+0.030 Bid12:30:49 PM Ask12:30:49 PM Underlying Strike price Expiration date Option type
0.950EUR +3.26% 0.950
Bid Size: 7,500
0.970
Ask Size: 7,500
AstraZeneca PLC 59.00 USD 3/21/2025 Call
 

Master data

WKN: UP1C3N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 59.00 USD
Maturity: 3/21/2025
Issue date: 11/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.81
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.74
Implied volatility: 0.44
Historic volatility: 0.20
Parity: 0.74
Time value: 0.21
Break-even: 66.80
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.26%
Delta: 0.77
Theta: -0.03
Omega: 5.26
Rho: 0.08
 

Quote data

Open: 0.940
High: 0.970
Low: 0.940
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -3.06%
3 Months     -
YTD  
+10.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.850
1M High / 1M Low: 0.980 0.760
6M High / 6M Low: - -
High (YTD): 1/9/2025 0.920
Low (YTD): 1/2/2025 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -