UBS Call 77 AZN 21.03.2025
/ DE000UM5JA77
UBS Call 77 AZN 21.03.2025/ DE000UM5JA77 /
| 10/01/2025 08:33:32 |
Chg.+0.016 |
Bid12:17:13 |
Ask12:17:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
+18.82% |
0.103
Bid Size: 7,500 |
0.122
Ask Size: 7,500 |
AstraZeneca PLC |
77.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM5JA7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-1.23 |
| Time value: |
0.12 |
| Break-even: |
78.22 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.03 |
| Spread %: |
28.42% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
10.67 |
| Rho: |
0.02 |
Quote data
| Open: |
0.101 |
| High: |
0.101 |
| Low: |
0.101 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.22% |
| 1 Month |
|
|
-34.42% |
| 3 Months |
|
|
-82.88% |
| YTD |
|
|
+13.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.085 |
| 1M High / 1M Low: |
0.154 |
0.063 |
| 6M High / 6M Low: |
1.360 |
0.063 |
| High (YTD): |
07/01/2025 |
0.100 |
| Low (YTD): |
02/01/2025 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.36% |
| Volatility 6M: |
|
175.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |