UBS Call 59 AZN 21.03.2025
/ DE000UP1C3N4
UBS Call 59 AZN 21.03.2025/ DE000UP1C3N4 /
| 1/24/2025 7:40:39 PM |
Chg.+0.050 |
Bid9:54:42 PM |
Ask9:54:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+4.90% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
59.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UP1C3N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
0.96 |
| Time value: |
0.10 |
| Break-even: |
66.82 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
5.36 |
| Rho: |
0.07 |
Quote data
| Open: |
1.000 |
| High: |
1.070 |
| Low: |
1.000 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.59% |
| 1 Month |
|
|
+22.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
+24.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.860 |
| 1M High / 1M Low: |
1.070 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
1.070 |
| Low (YTD): |
1/14/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |