UBS Call 83 AZN 20.06.2025
/ DE000UM5RYP0
UBS Call 83 AZN 20.06.2025/ DE000UM5RYP0 /
| 1/9/2025 2:46:45 PM |
Chg.-0.001 |
Bid8:21:37 AM |
Ask8:21:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
-0.78% |
0.134
Bid Size: 5,000 |
0.161
Ask Size: 5,000 |
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: |
46.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-1.84 |
| Time value: |
0.14 |
| Break-even: |
84.38 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
6.98% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
8.65 |
| Rho: |
0.05 |
Quote data
| Open: |
0.117 |
| High: |
0.127 |
| Low: |
0.117 |
| Previous Close: |
0.128 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.55% |
| 1 Month |
|
|
-21.60% |
| 3 Months |
|
|
-71.78% |
| YTD |
|
|
+0.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.137 |
0.127 |
| 1M High / 1M Low: |
0.162 |
0.103 |
| 6M High / 6M Low: |
1.080 |
0.103 |
| High (YTD): |
1/6/2025 |
0.137 |
| Low (YTD): |
1/9/2025 |
0.127 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.04% |
| Volatility 6M: |
|
129.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |