UBS Call 83 AZN 20.06.2025
/ DE000UM5RYP0
UBS Call 83 AZN 20.06.2025/ DE000UM5RYP0 /
| 1/24/2025 8:32:48 AM |
Chg.+0.002 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
+1.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
46.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-1.71 |
| Time value: |
0.14 |
| Break-even: |
84.41 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
6.82% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
8.96 |
| Rho: |
0.05 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.119 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-72.50% |
| YTD |
|
|
+1.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.103 |
| 1M High / 1M Low: |
0.135 |
0.100 |
| 6M High / 6M Low: |
1.080 |
0.092 |
| High (YTD): |
1/7/2025 |
0.135 |
| Low (YTD): |
1/16/2025 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.95% |
| Volatility 6M: |
|
160.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |