UBS Call 60 AZN 17.01.2025
/ DE000UP1B0J9
UBS Call 60 AZN 17.01.2025/ DE000UP1B0J9 /
| 1/10/2025 12:07:04 PM |
Chg.+0.040 |
Bid12:30:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+5.26% |
0.790
Bid Size: 7,500 |
-
Ask Size: - |
AstraZeneca PLC |
60.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UP1B0J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.20 |
| Parity: |
0.64 |
| Time value: |
0.04 |
| Break-even: |
65.07 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
-0.08 |
| Spread %: |
-10.53% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
8.35 |
| Rho: |
0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.800 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.40% |
| 1 Month |
|
|
-2.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.820 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.760 |
| Low (YTD): |
1/2/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |