UBS Call 68 AZN 21.03.2025
/ DE000UP5BKT2
UBS Call 68 AZN 21.03.2025/ DE000UP5BKT2 /
| 1/10/2025 12:12:38 PM |
Chg.+0.020 |
Bid12:24:44 PM |
Ask12:24:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
0.320
Bid Size: 7,500 |
0.340
Ask Size: 7,500 |
AstraZeneca PLC |
68.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.33 |
| Time value: |
0.33 |
| Break-even: |
71.30 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
8.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.390 |
0.249 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.300 |
| Low (YTD): |
1/3/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |