UBS Call 70 AZN 17.01.2025
/ DE000UP1U9F5
UBS Call 70 AZN 17.01.2025/ DE000UP1U9F5 /
| 1/10/2025 8:18:49 AM |
Chg.+0.015 |
Bid11:36:52 AM |
Ask11:36:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+24.59% |
0.079
Bid Size: 7,500 |
-
Ask Size: - |
AstraZeneca PLC |
70.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UP1U9F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/27/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
97.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
-0.33 |
| Time value: |
0.07 |
| Break-even: |
68.64 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
21.55 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.25 |
| Theta: |
-0.10 |
| Omega: |
24.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
-64.15% |
| 3 Months |
|
|
-91.91% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.061 |
| 1M High / 1M Low: |
0.212 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.070 |
| Low (YTD): |
1/9/2025 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |