UBS Call 66 AZN 19.09.2025
/ DE000UP03LJ3
UBS Call 66 AZN 19.09.2025/ DE000UP03LJ3 /
| 1/10/2025 8:24:51 AM |
Chg.+0.070 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+10.45% |
0.740
Bid Size: 5,000 |
0.770
Ask Size: 5,000 |
AstraZeneca PLC |
66.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
UP03LJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.06 |
| Time value: |
0.64 |
| Break-even: |
70.99 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
5.48 |
| Rho: |
0.22 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-10.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
+12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.660 |
| 1M High / 1M Low: |
0.830 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.710 |
| Low (YTD): |
1/2/2025 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |