UBS Call 70 AZN 17.01.2025
/ DE000UM56AL7
UBS Call 70 AZN 17.01.2025/ DE000UM56AL7 /
| 2024-07-25 9:57:44 AM |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-14.75% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
70.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM56AL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.18 |
| Parity: |
0.35 |
| Time value: |
0.88 |
| Break-even: |
82.30 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.84 |
| Rho: |
0.17 |
Quote data
| Open: |
1.210 |
| High: |
1.270 |
| Low: |
1.030 |
| Previous Close: |
1.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-17.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.100 |
| 1M High / 1M Low: |
1.260 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
