UBS Call 81 AZN 21.03.2025
/ DE000UM5NMD0
UBS Call 81 AZN 21.03.2025/ DE000UM5NMD0 /
| 1/9/2025 2:55:55 PM |
Chg.-0.006 |
Bid3:28:32 PM |
Ask3:28:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
76.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
-1.64 |
| Time value: |
0.08 |
| Break-even: |
81.84 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.01 |
| Spread %: |
12.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
11.07 |
| Rho: |
0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.071 |
| Low: |
0.064 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-30.30% |
| 3 Months |
|
|
-82.31% |
| YTD |
|
|
-4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.069 |
| 1M High / 1M Low: |
0.099 |
0.051 |
| 6M High / 6M Low: |
1.080 |
0.051 |
| High (YTD): |
1/6/2025 |
0.078 |
| Low (YTD): |
1/9/2025 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.79% |
| Volatility 6M: |
|
148.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |