UBS Call 74 AZN 19.12.2025
/ DE000UM50EM0
UBS Call 74 AZN 19.12.2025/ DE000UM50EM0 /
| 8/29/2024 5:22:16 PM |
Chg.0.000 |
Bid5:22:16 PM |
Ask5:22:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
0.00% |
1.830
Bid Size: 10,000 |
1.840
Ask Size: 10,000 |
AstraZeneca PLC |
74.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
UM50EM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
0.45 |
| Time value: |
1.39 |
| Break-even: |
92.40 |
| Moneyness: |
1.06 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
2.89 |
| Rho: |
0.46 |
Quote data
| Open: |
1.830 |
| High: |
1.840 |
| Low: |
1.790 |
| Previous Close: |
1.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.78% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.730 |
| 1M High / 1M Low: |
1.830 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
