UBS Call 70 AZN 21.03.2025
/ DE000UM58H46
UBS Call 70 AZN 21.03.2025/ DE000UM58H46 /
| 1/24/2025 7:33:45 PM |
Chg.+0.030 |
Bid9:54:42 PM |
Ask9:54:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
25.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.41 |
| Time value: |
0.26 |
| Break-even: |
72.60 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
4.84% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
9.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.239 |
| High: |
0.290 |
| Low: |
0.239 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.25% |
| 1 Month |
|
|
+16.18% |
| 3 Months |
|
|
-67.06% |
| YTD |
|
|
+26.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.176 |
| 1M High / 1M Low: |
0.280 |
0.167 |
| 6M High / 6M Low: |
1.890 |
0.167 |
| High (YTD): |
1/24/2025 |
0.280 |
| Low (YTD): |
1/15/2025 |
0.167 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.834 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.26% |
| Volatility 6M: |
|
154.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |