UBS Call 77 AZN 20.06.2025
/ DE000UM5KCZ0
UBS Call 77 AZN 20.06.2025/ DE000UM5KCZ0 /
| 1/24/2025 7:28:33 PM |
Chg.+0.021 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.241EUR |
+9.55% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
77.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM5KCZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-1.12 |
| Time value: |
0.24 |
| Break-even: |
79.43 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
7.95 |
| Rho: |
0.07 |
Quote data
| Open: |
0.209 |
| High: |
0.241 |
| Low: |
0.209 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.23% |
| 1 Month |
|
|
+9.55% |
| 3 Months |
|
|
-59.15% |
| YTD |
|
|
+19.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.241 |
0.169 |
| 1M High / 1M Low: |
0.241 |
0.169 |
| 6M High / 6M Low: |
1.450 |
0.169 |
| High (YTD): |
1/24/2025 |
0.241 |
| Low (YTD): |
1/20/2025 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.23% |
| Volatility 6M: |
|
132.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |