UBS Call 74 AZN 21.03.2025
/ DE000UM6CAK1
UBS Call 74 AZN 21.03.2025/ DE000UM6CAK1 /
| 10/01/2025 18:27:49 |
Chg.+0.022 |
Bid18:43:07 |
Ask18:43:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
+17.32% |
0.149
Bid Size: 20,000 |
0.158
Ask Size: 20,000 |
AstraZeneca PLC |
74.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM6CAK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.93 |
| Time value: |
0.16 |
| Break-even: |
75.62 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.03 |
| Spread %: |
20.90% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
10.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.151 |
| Low: |
0.132 |
| Previous Close: |
0.127 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.41% |
| 1 Month |
|
|
-20.74% |
| 3 Months |
|
|
-79.59% |
| YTD |
|
|
+12.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.127 |
| 1M High / 1M Low: |
0.188 |
0.105 |
| 6M High / 6M Low: |
1.580 |
0.105 |
| High (YTD): |
06/01/2025 |
0.141 |
| Low (YTD): |
09/01/2025 |
0.127 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.79% |
| Volatility 6M: |
|
146.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |