UBS Call 70 AZN 17.01.2025/  DE000UM56AL7  /

UBS Investment Bank
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:   -