UBS Call 64 AZN 21.03.2025
/ DE000UP1CV27
UBS Call 64 AZN 21.03.2025/ DE000UP1CV27 /
| 10/01/2025 11:57:44 |
Chg.+0.040 |
Bid11:57:44 |
Ask11:57:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.570
Bid Size: 7,500 |
0.590
Ask Size: 7,500 |
AstraZeneca PLC |
64.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UP1CV2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
12/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.31 |
| Break-even: |
67.76 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
7.41 |
| Rho: |
0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+14.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.490 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.530 |
| Low (YTD): |
02/01/2025 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |