UBS Call 78 AZN 21.03.2025
/ DE000UM6B2T6
UBS Call 78 AZN 21.03.2025/ DE000UM6B2T6 /
| 1/24/2025 7:29:04 PM |
Chg.+0.010 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+11.24% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
78.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6B2T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-1.21 |
| Time value: |
0.10 |
| Break-even: |
78.98 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.01 |
| Spread %: |
10.11% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
12.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.099 |
| Low: |
0.080 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.73% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-76.43% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.057 |
| 1M High / 1M Low: |
0.099 |
0.057 |
| 6M High / 6M Low: |
1.280 |
0.057 |
| High (YTD): |
1/24/2025 |
0.099 |
| Low (YTD): |
1/20/2025 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.88% |
| Volatility 6M: |
|
172.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |