UBS Call 59 AZN 19.09.2025
/ DE000UP1DXT0
UBS Call 59 AZN 19.09.2025/ DE000UP1DXT0 /
| 1/24/2025 9:29:22 PM |
Chg.+0.030 |
Bid9:29:22 PM |
Ask9:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+2.48% |
1.240
Bid Size: 10,000 |
1.250
Ask Size: 10,000 |
AstraZeneca PLC |
59.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
UP1DXT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
0.30 |
| Break-even: |
68.84 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.26 |
Quote data
| Open: |
1.190 |
| High: |
1.270 |
| Low: |
1.190 |
| Previous Close: |
1.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.76% |
| 1 Month |
|
|
+11.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+14.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.080 |
| 1M High / 1M Low: |
1.210 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.210 |
| Low (YTD): |
1/14/2025 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |