UBS Call 83 AZN 21.03.2025
/ DE000UM5P1G0
UBS Call 83 AZN 21.03.2025/ DE000UM5P1G0 /
| 1/10/2025 8:04:00 AM |
Chg.+0.002 |
Bid8:04:00 AM |
Ask8:04:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+3.23% |
0.064
Bid Size: 5,000 |
0.092
Ask Size: 5,000 |
AstraZeneca PLC |
83.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM5P1G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-1.84 |
| Time value: |
0.08 |
| Break-even: |
83.78 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
2.82 |
| Spread abs.: |
0.01 |
| Spread %: |
13.04% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
10.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-26.44% |
| 3 Months |
|
|
-80.61% |
| YTD |
|
|
-3.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.062 |
| 1M High / 1M Low: |
0.088 |
0.045 |
| 6M High / 6M Low: |
0.960 |
0.045 |
| High (YTD): |
1/6/2025 |
0.071 |
| Low (YTD): |
1/9/2025 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.89% |
| Volatility 6M: |
|
173.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |