UBS Call 86 AZN 20.06.2025
/ DE000UM52L38
UBS Call 86 AZN 20.06.2025/ DE000UM52L38 /
| 1/9/2025 9:08:54 AM |
Chg.- |
Bid8:32:07 AM |
Ask8:32:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
- |
0.109
Bid Size: 5,000 |
0.136
Ask Size: 5,000 |
AstraZeneca PLC |
86.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM52L3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-2.14 |
| Time value: |
0.12 |
| Break-even: |
87.16 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
8.41% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
8.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.93% |
| 1 Month |
|
|
-30.94% |
| 3 Months |
|
|
-74.05% |
| YTD |
|
|
-3.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.096 |
| 1M High / 1M Low: |
0.139 |
0.073 |
| 6M High / 6M Low: |
0.910 |
0.073 |
| High (YTD): |
1/3/2025 |
0.109 |
| Low (YTD): |
1/2/2025 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.58% |
| Volatility 6M: |
|
158.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |