UBS Call 72 AZN 21.03.2025
/ DE000UM6EH25
UBS Call 72 AZN 21.03.2025/ DE000UM6EH25 /
| 2024-07-25 9:06:03 AM |
Chg.-0.080 |
Bid9:06:03 AM |
Ask9:06:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-6.96% |
1.070
Bid Size: 5,000 |
1.100
Ask Size: 5,000 |
AstraZeneca PLC |
72.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM6EH2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
1.02 |
| Break-even: |
83.20 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
0.22 |
Quote data
| Open: |
1.140 |
| High: |
1.200 |
| Low: |
1.070 |
| Previous Close: |
1.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.88% |
| 1 Month |
|
|
-10.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.040 |
| 1M High / 1M Low: |
1.190 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
