UBS Call 64 AZN 20.06.2025
/ DE000UP1E9T6
UBS Call 64 AZN 20.06.2025/ DE000UP1E9T6 /
| 1/24/2025 9:54:42 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
64.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UP1E9T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 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: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.48 |
| Time value: |
0.31 |
| Break-even: |
68.88 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
0.16 |
Quote data
| Open: |
0.730 |
| High: |
0.810 |
| Low: |
0.730 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.640 |
| 1M High / 1M Low: |
0.780 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
0.780 |
| Low (YTD): |
1/15/2025 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |