UBS Call 94 AZN 21.03.2025/  DE000UM9PY36  /

EUWAX
1/24/2025  9:18:27 AM Chg.+0.001 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.051EUR +2.00% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 94.00 - 3/21/2025 Call
 

Master data

WKN: UM9PY3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 94.00 -
Maturity: 3/21/2025
Issue date: 8/22/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.20
Parity: -2.81
Time value: 0.07
Break-even: 94.69
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 9.66
Spread abs.: 0.01
Spread %: 15.00%
Delta: 0.10
Theta: -0.03
Omega: 9.41
Rho: 0.01
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+2.00%
3 Months
  -55.26%
YTD  
+2.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.049
1M High / 1M Low: 0.055 0.048
6M High / 6M Low: - -
High (YTD): 1/10/2025 0.055
Low (YTD): 1/15/2025 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -