UBS Call 96 AZN 21.03.2025
/ DE000UM9PXR4
UBS Call 96 AZN 21.03.2025/ DE000UM9PXR4 /
| 1/24/2025 7:38:56 PM |
Chg.+0.001 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
96.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM9PXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
8/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
96.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
-3.01 |
| Time value: |
0.07 |
| Break-even: |
96.68 |
| Moneyness: |
0.69 |
| Premium: |
0.47 |
| Premium p.a.: |
11.21 |
| Spread abs.: |
0.01 |
| Spread %: |
15.25% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
9.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.060 |
| Low: |
0.050 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
-38.14% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.033 |
| 1M High / 1M Low: |
0.060 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
0.060 |
| Low (YTD): |
1/20/2025 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |