UBS Call 76 AZN 19.09.2025
/ DE000UM53Z80
UBS Call 76 AZN 19.09.2025/ DE000UM53Z80 /
| 1/24/2025 10:28:35 AM |
Chg.+0.030 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
76.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
UM53Z8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-1.01 |
| Time value: |
0.37 |
| Break-even: |
79.70 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
6.46 |
| Rho: |
0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-55.95% |
| YTD |
|
|
+15.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.300 |
| 1M High / 1M Low: |
0.350 |
0.270 |
| 6M High / 6M Low: |
1.610 |
0.270 |
| High (YTD): |
1/10/2025 |
0.350 |
| Low (YTD): |
1/15/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.12% |
| Volatility 6M: |
|
117.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |