UBS Call 65 AZN 21.03.2025
/ DE000UP07XU6
UBS Call 65 AZN 21.03.2025/ DE000UP07XU6 /
| 10/01/2025 11:05:57 |
Chg.+0.030 |
Bid12:03:23 |
Ask12:03:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+6.38% |
0.510
Bid Size: 7,500 |
0.520
Ask Size: 7,500 |
AstraZeneca PLC |
65.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UP07XU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
12.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.35 |
| Break-even: |
68.13 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
7.82 |
| Rho: |
0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.420 |
| 1M High / 1M Low: |
0.550 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.470 |
| Low (YTD): |
03/01/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |