UBS Call 78 AZN 20.06.2025
/ DE000UM54R97
UBS Call 78 AZN 20.06.2025/ DE000UM54R97 /
| 1/9/2025 9:09:06 AM |
Chg.- |
Bid8:05:39 AM |
Ask8:05:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
- |
0.202
Bid Size: 5,000 |
0.229
Ask Size: 5,000 |
AstraZeneca PLC |
78.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM54R9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-1.34 |
| Time value: |
0.20 |
| Break-even: |
79.97 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
4.79% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.06 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.174 |
| Previous Close: |
0.185 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.22% |
| 1 Month |
|
|
-33.08% |
| 3 Months |
|
|
-73.64% |
| YTD |
|
|
-1.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.172 |
| 1M High / 1M Low: |
0.260 |
0.141 |
| 6M High / 6M Low: |
1.380 |
0.141 |
| High (YTD): |
1/3/2025 |
0.196 |
| Low (YTD): |
1/2/2025 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.97% |
| Volatility 6M: |
|
142.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |