UBS Call 70 AZN 21.03.2025
/ DE000UM58H46
UBS Call 70 AZN 21.03.2025/ DE000UM58H46 /
| 10/01/2025 11:57:22 |
Chg.+0.026 |
Bid12:17:08 |
Ask12:17:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+11.11% |
0.250
Bid Size: 7,500 |
0.270
Ask Size: 7,500 |
AstraZeneca PLC |
70.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM58H4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.53 |
| Time value: |
0.26 |
| Break-even: |
72.60 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
9.16 |
| Rho: |
0.04 |
Quote data
| Open: |
0.244 |
| High: |
0.260 |
| Low: |
0.244 |
| Previous Close: |
0.234 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.22% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-73.74% |
| YTD |
|
|
+17.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.237 |
0.211 |
| 1M High / 1M Low: |
0.300 |
0.190 |
| 6M High / 6M Low: |
1.890 |
0.190 |
| High (YTD): |
06/01/2025 |
0.237 |
| Low (YTD): |
03/01/2025 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.08% |
| Volatility 6M: |
|
138.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |