UBS Call 70 AZN 21.03.2025
/ DE000UM58H46
UBS Call 70 AZN 21.03.2025/ DE000UM58H46 /
| 1/10/2025 8:04:00 AM |
Chg.+0.016 |
Bid8:04:00 AM |
Ask8:04:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+6.84% |
0.250
Bid Size: 5,000 |
0.280
Ask Size: 5,000 |
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: |
27.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-0.54 |
| Time value: |
0.23 |
| Break-even: |
72.31 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
4.05% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
9.86 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.234 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.82% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-74.75% |
| YTD |
|
|
+12.61% |
| 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: |
|
- |