UBS Call 81 AZN 20.06.2025
/ DE000UM5UA72
UBS Call 81 AZN 20.06.2025/ DE000UM5UA72 /
| 1/10/2025 12:40:51 PM |
Chg.+0.009 |
Bid12:40:51 PM |
Ask12:40:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
+6.04% |
0.158
Bid Size: 7,500 |
0.177
Ask Size: 7,500 |
AstraZeneca PLC |
81.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM5UA7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-1.63 |
| Time value: |
0.18 |
| Break-even: |
82.76 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
18.12% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
8.12 |
| Rho: |
0.06 |
Quote data
| Open: |
0.156 |
| High: |
0.164 |
| Low: |
0.152 |
| Previous Close: |
0.149 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
-14.59% |
| 3 Months |
|
|
-69.62% |
| YTD |
|
|
+8.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.155 |
0.145 |
| 1M High / 1M Low: |
0.192 |
0.120 |
| 6M High / 6M Low: |
1.200 |
0.120 |
| High (YTD): |
1/6/2025 |
0.155 |
| Low (YTD): |
1/3/2025 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.48% |
| Volatility 6M: |
|
138.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |