UBS Call 65 AZN 19.09.2025
/ DE000UP1C3L8
UBS Call 65 AZN 19.09.2025/ DE000UP1C3L8 /
| 24/01/2025 19:39:57 |
Chg.+0.040 |
Bid21:53:09 |
Ask21:53:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
65.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
UP1C3L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.47 |
| Break-even: |
70.54 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.23 |
Quote data
| Open: |
0.810 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+16.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
+17.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.700 |
| 1M High / 1M Low: |
0.860 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
0.860 |
| Low (YTD): |
14/01/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |