UBS Call 90 AZN 21.03.2025
/ DE000UM69CV5
UBS Call 90 AZN 21.03.2025/ DE000UM69CV5 /
| 24/01/2025 21:20:05 |
Chg.+0.001 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+1.64% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
90.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM69CV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
18/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
92.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
-2.42 |
| Time value: |
0.07 |
| Break-even: |
90.71 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
7.42 |
| Spread abs.: |
0.01 |
| Spread %: |
14.52% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
9.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.062 |
| Low: |
0.052 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
+1.64% |
| 3 Months |
|
|
-55.40% |
| YTD |
|
|
+8.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.035 |
| 1M High / 1M Low: |
0.062 |
0.035 |
| 6M High / 6M Low: |
0.590 |
0.035 |
| High (YTD): |
24/01/2025 |
0.062 |
| Low (YTD): |
20/01/2025 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.24% |
| Volatility 6M: |
|
216.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |