UBS Call 95 AZN 19.09.2025
/ DE000UM88Y56
UBS Call 95 AZN 19.09.2025/ DE000UM88Y56 /
| 1/9/2025 9:19:44 AM |
Chg.-0.003 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-3.09% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
95.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
UM88Y5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
8/22/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-3.04 |
| Time value: |
0.11 |
| Break-even: |
96.14 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
8.57% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
7.63 |
| Rho: |
0.05 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.30% |
| 1 Month |
|
|
-25.98% |
| 3 Months |
|
|
-62.40% |
| YTD |
|
|
-2.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.091 |
| 1M High / 1M Low: |
0.127 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.105 |
| Low (YTD): |
1/2/2025 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |