UBS Call 66 AZN 21.03.2025
/ DE000UP07735
UBS Call 66 AZN 21.03.2025/ DE000UP07735 /
| 10/01/2025 18:22:12 |
Chg.+0.030 |
Bid10/01/2025 |
Ask10/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+7.69% |
0.420
Bid Size: 20,000 |
0.430
Ask Size: 20,000 |
AstraZeneca PLC |
66.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UP0773 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 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: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.06 |
| Time value: |
0.38 |
| Break-even: |
68.50 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
8.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
+10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 1M High / 1M Low: |
0.490 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.410 |
| Low (YTD): |
02/01/2025 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |