UBS Call 70 AZN 21.03.2025
/ DE000UM58H46
UBS Call 70 AZN 21.03.2025/ DE000UM58H46 /
| 1/10/2025 1:06:38 PM |
Chg.+0.012 |
Bid1:06:38 PM |
Ask1:06:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.246EUR |
+5.13% |
0.246
Bid Size: 7,500 |
0.260
Ask Size: 7,500 |
AstraZeneca PLC |
70.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM58H4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.53 |
| Time value: |
0.26 |
| Break-even: |
72.60 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
9.16 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.241 |
| Previous Close: |
0.234 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.95% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
-75.15% |
| YTD |
|
|
+10.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.234 |
0.214 |
| 1M High / 1M Low: |
0.310 |
0.179 |
| 6M High / 6M Low: |
1.900 |
0.179 |
| High (YTD): |
1/9/2025 |
0.234 |
| Low (YTD): |
1/2/2025 |
0.213 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.16% |
| Volatility 6M: |
|
143.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |