UBS Call 68 AZN 20.06.2025
/ DE000UP4ZXB5
UBS Call 68 AZN 20.06.2025/ DE000UP4ZXB5 /
| 1/9/2025 3:23:54 PM |
Chg.+0.020 |
Bid8:04:00 AM |
Ask8:04:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.510
Bid Size: 5,000 |
0.540
Ask Size: 5,000 |
AstraZeneca PLC |
68.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UP4ZXB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.34 |
| Time value: |
0.48 |
| Break-even: |
72.80 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
6.42 |
| Rho: |
0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
-10.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
+6.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.550 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.490 |
| Low (YTD): |
1/3/2025 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |