UBS Call 84 AZN 19.09.2025/  DE000UM6GMG5  /

UBS Investment Bank
1/24/2025  9:42:36 PM Chg.+0.012 Bid9:42:36 PM Ask9:42:36 PM Underlying Strike price Expiration date Option type
0.209EUR +6.09% 0.209
Bid Size: 10,000
0.218
Ask Size: 10,000
AstraZeneca PLC 84.00 - 9/19/2025 Call
 

Master data

WKN: UM6GMG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 9/19/2025
Issue date: 6/10/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.97
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.81
Time value: 0.21
Break-even: 86.06
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 4.57%
Delta: 0.23
Theta: -0.01
Omega: 7.42
Rho: 0.09
 

Quote data

Open: 0.186
High: 0.215
Low: 0.185
Previous Close: 0.197
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.43%
1 Month  
+3.98%
3 Months
  -56.46%
YTD  
+14.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.197 0.155
1M High / 1M Low: 0.197 0.155
6M High / 6M Low: 1.140 0.152
High (YTD): 1/23/2025 0.197
Low (YTD): 1/20/2025 0.155
52W High: - -
52W Low: - -
Avg. price 1W:   0.181
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.22%
Volatility 6M:   128.88%
Volatility 1Y:   -
Volatility 3Y:   -