UBS Call 74 AZN 20.06.2025
/ DE000UM6AR76
UBS Call 74 AZN 20.06.2025/ DE000UM6AR76 /
| 1/9/2025 3:15:05 PM |
Chg.+0.010 |
Bid8:04:00 AM |
Ask8:04:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 5,000 |
0.320
Ask Size: 5,000 |
AstraZeneca PLC |
74.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM6AR7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.94 |
| Time value: |
0.28 |
| Break-even: |
76.80 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
7.61 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-15.15% |
| 3 Months |
|
|
-67.06% |
| YTD |
|
|
+3.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.330 |
0.235 |
| 6M High / 6M Low: |
1.660 |
0.233 |
| High (YTD): |
1/9/2025 |
0.280 |
| Low (YTD): |
1/3/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.19% |
| Volatility 6M: |
|
120.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |