UBS Call 72 AZN 21.03.2025
/ DE000UM6EH25
UBS Call 72 AZN 21.03.2025/ DE000UM6EH25 /
| 1/10/2025 12:14:16 PM |
Chg.+0.013 |
Bid12:33:06 PM |
Ask12:33:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
+7.39% |
0.189
Bid Size: 7,500 |
0.208
Ask Size: 7,500 |
AstraZeneca PLC |
72.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6EH2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.73 |
| Time value: |
0.20 |
| Break-even: |
74.03 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.03 |
| Spread %: |
15.34% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
9.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.189 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-20.92% |
| 3 Months |
|
|
-77.76% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.162 |
| 1M High / 1M Low: |
0.239 |
0.140 |
| 6M High / 6M Low: |
1.740 |
0.140 |
| High (YTD): |
1/6/2025 |
0.182 |
| Low (YTD): |
1/3/2025 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.173 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.76% |
| Volatility 6M: |
|
142.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |