UBS Call 88 AZN 19.09.2025
/ DE000UM6J4M9
UBS Call 88 AZN 19.09.2025/ DE000UM6J4M9 /
| 10/01/2025 13:12:13 |
Chg.+0.007 |
Bid13:18:30 |
Ask13:18:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
+4.83% |
0.151
Bid Size: 7,500 |
0.169
Ask Size: 7,500 |
AstraZeneca PLC |
88.00 - |
19/09/2025 |
Call |
Master data
| WKN: |
UM6J4M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
19/09/2025 |
| Issue date: |
10/06/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-2.33 |
| Time value: |
0.17 |
| Break-even: |
89.73 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
19.31% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
7.21 |
| Rho: |
0.07 |
Quote data
| Open: |
0.156 |
| High: |
0.158 |
| Low: |
0.152 |
| Previous Close: |
0.145 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.83% |
| 1 Month |
|
|
-13.14% |
| 3 Months |
|
|
-62.00% |
| YTD |
|
|
+6.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.154 |
0.145 |
| 1M High / 1M Low: |
0.175 |
0.121 |
| 6M High / 6M Low: |
0.930 |
0.121 |
| High (YTD): |
06/01/2025 |
0.154 |
| Low (YTD): |
02/01/2025 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.50% |
| Volatility 6M: |
|
120.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |