UBS Call 95 AZN 21.03.2025/  DE000UM9YRK3  /

UBS Investment Bank
24/01/2025  15:32:42 Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.060EUR +1.69% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 95.00 - 21/03/2025 Call
 

Master data

WKN: UM9YRK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 21/03/2025
Issue date: 22/08/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.19
Parity: -2.92
Time value: 0.07
Break-even: 95.69
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 11.00
Spread abs.: 0.01
Spread %: 15.00%
Delta: 0.10
Theta: -0.03
Omega: 9.24
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.060
Low: 0.050
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+1.69%
3 Months
  -40.59%
YTD  
+11.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.033
1M High / 1M Low: 0.060 0.033
6M High / 6M Low: - -
High (YTD): 24/01/2025 0.060
Low (YTD): 20/01/2025 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -