UBS Call 80 AZN 21.03.2025
/ DE000UM5Q4J7
UBS Call 80 AZN 21.03.2025/ DE000UM5Q4J7 /
| 10/01/2025 18:37:33 |
Chg.+0.012 |
Bid18:37:33 |
Ask18:37:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+16.44% |
0.085
Bid Size: 20,000 |
0.094
Ask Size: 20,000 |
AstraZeneca PLC |
80.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM5Q4J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
-1.53 |
| Time value: |
0.10 |
| Break-even: |
81.01 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.03 |
| Spread %: |
38.36% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
10.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.086 |
| Low: |
0.075 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-80.23% |
| YTD |
|
|
+11.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.073 |
| 1M High / 1M Low: |
0.108 |
0.055 |
| 6M High / 6M Low: |
1.150 |
0.055 |
| High (YTD): |
06/01/2025 |
0.081 |
| Low (YTD): |
09/01/2025 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.21% |
| Volatility 6M: |
|
166.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |