UBS Call 72 AZN 19.09.2025
/ DE000UM7QCQ2
UBS Call 72 AZN 19.09.2025/ DE000UM7QCQ2 /
| 1/24/2025 9:45:18 PM |
Chg.+0.030 |
Bid9:45:18 PM |
Ask9:45:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+6.12% |
0.520
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
AstraZeneca PLC |
72.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
UM7QCQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-0.61 |
| Time value: |
0.50 |
| Break-even: |
77.00 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
5.87 |
| Rho: |
0.16 |
Quote data
| Open: |
0.470 |
| High: |
0.530 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-48.00% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.390 |
| 6M High / 6M Low: |
1.890 |
0.370 |
| High (YTD): |
1/23/2025 |
0.490 |
| Low (YTD): |
1/15/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.99% |
| Volatility 6M: |
|
107.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |