UBS Call 81 AZN 21.03.2025
/ DE000UM5NMD0
UBS Call 81 AZN 21.03.2025/ DE000UM5NMD0 /
| 1/10/2025 8:33:36 AM |
Chg.+0.008 |
Bid4:47:14 PM |
Ask4:47:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+12.50% |
0.080
Bid Size: 20,000 |
0.089
Ask Size: 20,000 |
AstraZeneca PLC |
81.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM5NMD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
-1.63 |
| Time value: |
0.10 |
| Break-even: |
81.96 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
2.44 |
| Spread abs.: |
0.03 |
| Spread %: |
39.13% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
10.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-82.44% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.064 |
| 1M High / 1M Low: |
0.104 |
0.042 |
| 6M High / 6M Low: |
1.080 |
0.042 |
| High (YTD): |
1/7/2025 |
0.072 |
| Low (YTD): |
1/2/2025 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.51% |
| Volatility 6M: |
|
183.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |