UBS Call 68 AZN 21.03.2025
/ DE000UP5BKT2
UBS Call 68 AZN 21.03.2025/ DE000UP5BKT2 /
| 24/01/2025 19:33:30 |
Chg.+0.040 |
Bid21:53:09 |
Ask21:53:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+11.76% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
68.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UP5BKT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
31/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
-0.22 |
| Time value: |
0.38 |
| Break-even: |
71.80 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
8.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.390 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.247 |
| 1M High / 1M Low: |
0.380 |
0.224 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
0.380 |
| Low (YTD): |
14/01/2025 |
0.224 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.323 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |