UBS Call 80 AZN 20.06.2025
/ DE000UM5RZ11
UBS Call 80 AZN 20.06.2025/ DE000UM5RZ11 /
| 1/24/2025 8:32:48 AM |
Chg.+0.003 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.156EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
80.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM5RZ1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-1.41 |
| Time value: |
0.18 |
| Break-even: |
81.76 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
8.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.156 |
| High: |
0.156 |
| Low: |
0.156 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
+3.31% |
| 3 Months |
|
|
-71.64% |
| YTD |
|
|
+4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.130 |
| 1M High / 1M Low: |
0.171 |
0.125 |
| 6M High / 6M Low: |
1.260 |
0.118 |
| High (YTD): |
1/10/2025 |
0.171 |
| Low (YTD): |
1/15/2025 |
0.125 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.72% |
| Volatility 6M: |
|
157.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |