UBS Call 62 AZN 19.09.2025
/ DE000UP05S02
UBS Call 62 AZN 19.09.2025/ DE000UP05S02 /
| 10/01/2025 13:14:29 |
Chg.+0.030 |
Bid13:53:04 |
Ask13:53:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+3.26% |
0.960
Bid Size: 7,500 |
0.980
Ask Size: 7,500 |
AstraZeneca PLC |
62.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
UP05S0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
12/11/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.44 |
| Time value: |
0.53 |
| Break-even: |
69.91 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.24 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.950 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
-3.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
+6.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.890 |
| 1M High / 1M Low: |
0.980 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.930 |
| Low (YTD): |
02/01/2025 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |