UBS Call 79 AZN 21.03.2025
/ DE000UM5MJA4
UBS Call 79 AZN 21.03.2025/ DE000UM5MJA4 /
| 10/01/2025 13:05:02 |
Chg.+0.007 |
Bid13:05:02 |
Ask13:05:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+8.86% |
0.086
Bid Size: 7,500 |
0.104
Ask Size: 7,500 |
AstraZeneca PLC |
79.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM5MJA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
-1.43 |
| Time value: |
0.11 |
| Break-even: |
80.07 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
2.05 |
| Spread abs.: |
0.03 |
| Spread %: |
35.44% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
10.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.083 |
| High: |
0.090 |
| Low: |
0.081 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
-23.89% |
| 3 Months |
|
|
-82.08% |
| YTD |
|
|
+4.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.079 |
| 1M High / 1M Low: |
0.117 |
0.060 |
| 6M High / 6M Low: |
1.220 |
0.060 |
| High (YTD): |
06/01/2025 |
0.086 |
| Low (YTD): |
09/01/2025 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.61% |
| Volatility 6M: |
|
163.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |