UBS Call 85 AZN 21.03.2025
/ DE000UM5EHH0
UBS Call 85 AZN 21.03.2025/ DE000UM5EHH0 /
| 10/01/2025 11:17:52 |
Chg.+0.007 |
Bid11:34:50 |
Ask11:34:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+12.28% |
0.064
Bid Size: 7,500 |
0.082
Ask Size: 7,500 |
AstraZeneca PLC |
85.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM5EHH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-1.79 |
| Time value: |
0.09 |
| Break-even: |
83.40 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
2.77 |
| Spread abs.: |
0.03 |
| Spread %: |
49.12% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
10.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.54% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-76.30% |
| YTD |
|
|
+3.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.057 |
| 1M High / 1M Low: |
0.080 |
0.041 |
| 6M High / 6M Low: |
0.840 |
0.041 |
| High (YTD): |
06/01/2025 |
0.067 |
| Low (YTD): |
09/01/2025 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.83% |
| Volatility 6M: |
|
152.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |