UBS Call 74 AZN 17.01.2025
/ DE000UM5YH22
UBS Call 74 AZN 17.01.2025/ DE000UM5YH22 /
| 2024-07-25 9:57:41 AM |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-17.89% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
74.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM5YH2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.18 |
| Parity: |
-0.05 |
| Time value: |
0.96 |
| Break-even: |
83.60 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
4.42 |
| Rho: |
0.16 |
Quote data
| Open: |
0.930 |
| High: |
0.980 |
| Low: |
0.770 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.830 |
| 1M High / 1M Low: |
0.980 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
