UBS Call 95 AZN 21.03.2025
/ DE000UM9YRK3
UBS Call 95 AZN 21.03.2025/ DE000UM9YRK3 /
10/01/2025 10:05:51 |
Chg.+0.005 |
Bid10:05:51 |
Ask10:05:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
+10.00% |
0.055 Bid Size: 7,500 |
0.073 Ask Size: 7,500 |
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: |
83.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.20 |
Parity: |
-3.03 |
Time value: |
0.08 |
Break-even: |
95.77 |
Moneyness: |
0.68 |
Premium: |
0.48 |
Premium p.a.: |
6.75 |
Spread abs.: |
0.03 |
Spread %: |
54.00% |
Delta: |
0.10 |
Theta: |
-0.02 |
Omega: |
8.64 |
Rho: |
0.01 |
Quote data
Open: |
0.050 |
High: |
0.055 |
Low: |
0.050 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.17% |
1 Month |
|
|
-14.06% |
3 Months |
|
|
-53.78% |
YTD |
|
|
+1.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.050 |
1M High / 1M Low: |
0.064 |
0.034 |
6M High / 6M Low: |
- |
- |
High (YTD): |
08/01/2025 |
0.059 |
Low (YTD): |
09/01/2025 |
0.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |