UBS Call 78 AZN 21.03.2025
/ DE000UM6B2T6
UBS Call 78 AZN 21.03.2025/ DE000UM6B2T6 /
| 10/01/2025 11:52:08 |
Chg.+0.010 |
Bid11:52:08 |
Ask11:52:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+11.63% |
0.096
Bid Size: 7,500 |
0.115
Ask Size: 7,500 |
AstraZeneca PLC |
78.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM6B2T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-1.33 |
| Time value: |
0.11 |
| Break-even: |
79.14 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.03 |
| Spread %: |
32.56% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
10.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.091 |
| High: |
0.098 |
| Low: |
0.088 |
| Previous Close: |
0.086 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-22.58% |
| 3 Months |
|
|
-81.54% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.086 |
| 1M High / 1M Low: |
0.128 |
0.066 |
| 6M High / 6M Low: |
1.290 |
0.066 |
| High (YTD): |
06/01/2025 |
0.093 |
| Low (YTD): |
09/01/2025 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.89% |
| Volatility 6M: |
|
160.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |