UBS Call 83 AZN 20.06.2025
/ DE000UM5RYP0
UBS Call 83 AZN 20.06.2025/ DE000UM5RYP0 /
| 1/10/2025 8:33:40 AM |
Chg.+0.018 |
Bid12:56:13 PM |
Ask12:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+15.52% |
0.135
Bid Size: 7,500 |
0.153
Ask Size: 7,500 |
AstraZeneca PLC |
83.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM5RYP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-1.83 |
| Time value: |
0.16 |
| Break-even: |
84.55 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
22.05% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
8.24 |
| Rho: |
0.05 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.134 |
| Previous Close: |
0.116 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.67% |
| 1 Month |
|
|
-23.43% |
| 3 Months |
|
|
-70.87% |
| YTD |
|
|
+12.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.116 |
| 1M High / 1M Low: |
0.175 |
0.092 |
| 6M High / 6M Low: |
1.080 |
0.092 |
| High (YTD): |
1/7/2025 |
0.135 |
| Low (YTD): |
1/2/2025 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.34% |
| Volatility 6M: |
|
157.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |