UBS Call 75 AZN 21.03.2025
/ DE000UM5G7M6
UBS Call 75 AZN 21.03.2025/ DE000UM5G7M6 /
| 1/10/2025 5:29:45 PM |
Chg.+0.012 |
Bid6:21:06 PM |
Ask6:21:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+10.17% |
0.130
Bid Size: 20,000 |
0.139
Ask Size: 20,000 |
AstraZeneca PLC |
75.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM5G7M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-1.03 |
| Time value: |
0.15 |
| Break-even: |
76.46 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
23.73% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
10.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.124 |
| High: |
0.134 |
| Low: |
0.119 |
| Previous Close: |
0.118 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-80.60% |
| YTD |
|
|
+12.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.115 |
| 1M High / 1M Low: |
0.170 |
0.093 |
| 6M High / 6M Low: |
1.510 |
0.093 |
| High (YTD): |
1/6/2025 |
0.126 |
| Low (YTD): |
1/3/2025 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.68% |
| Volatility 6M: |
|
145.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |