UBS Call 88 AZN 19.09.2025
/ DE000UM6J4M9
UBS Call 88 AZN 19.09.2025/ DE000UM6J4M9 /
| 1/24/2025 9:32:28 PM |
Chg.+0.008 |
Bid9:32:28 PM |
Ask9:32:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+5.26% |
0.160
Bid Size: 10,000 |
0.169
Ask Size: 10,000 |
AstraZeneca PLC |
88.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
UM6J4M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-2.21 |
| Time value: |
0.16 |
| Break-even: |
89.61 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
5.92% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
7.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.142 |
| High: |
0.164 |
| Low: |
0.141 |
| Previous Close: |
0.152 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.79% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
-56.76% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.115 |
| 1M High / 1M Low: |
0.152 |
0.115 |
| 6M High / 6M Low: |
0.940 |
0.115 |
| High (YTD): |
1/23/2025 |
0.152 |
| Low (YTD): |
1/20/2025 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.83% |
| Volatility 6M: |
|
134.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |