UBS Call 64 AZN 17.01.2025
/ DE000UP1C3M6
UBS Call 64 AZN 17.01.2025/ DE000UP1C3M6 /
| 1/10/2025 8:26:34 AM |
Chg.+0.100 |
Bid11:42:06 AM |
Ask11:42:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+31.25% |
0.430
Bid Size: 7,500 |
-
Ask Size: - |
AstraZeneca PLC |
64.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UP1C3M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 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: |
17.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.13 |
| Break-even: |
65.96 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
11.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.48% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.310 |
| 1M High / 1M Low: |
0.570 |
0.206 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.370 |
| Low (YTD): |
1/2/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |