UBS Call 59 AZN 20.06.2025
/ DE000UP1CUQ4
UBS Call 59 AZN 20.06.2025/ DE000UP1CUQ4 /
| 1/10/2025 8:26:34 AM |
Chg.+0.090 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+9.28% |
1.060
Bid Size: 5,000 |
1.090
Ask Size: 5,000 |
AstraZeneca PLC |
59.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UP1CUQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.73 |
| Time value: |
0.27 |
| Break-even: |
67.21 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.99 |
| Rho: |
0.18 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.58% |
| 1 Month |
|
|
-9.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
+11.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.950 |
| 1M High / 1M Low: |
1.170 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.010 |
| Low (YTD): |
1/2/2025 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |