UBS Call 82 AZN 19.09.2025
/ DE000UM6EGA5
UBS Call 82 AZN 19.09.2025/ DE000UM6EGA5 /
| 1/9/2025 9:48:45 AM |
Chg.-0.002 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
-0.97% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
82.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
UM6EGA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-1.74 |
| Time value: |
0.22 |
| Break-even: |
84.22 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
4.23% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
7.15 |
| Rho: |
0.09 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.205 |
| Previous Close: |
0.207 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.59% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
-65.25% |
| YTD |
|
|
-0.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.196 |
| 1M High / 1M Low: |
0.280 |
0.169 |
| 6M High / 6M Low: |
1.240 |
0.169 |
| High (YTD): |
1/6/2025 |
0.220 |
| Low (YTD): |
1/2/2025 |
0.196 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.33% |
| Volatility 6M: |
|
127.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |