UBS Call 74 AZN 20.06.2025
/ DE000UM6AR76
UBS Call 74 AZN 20.06.2025/ DE000UM6AR76 /
| 10/4/2024 7:28:59 PM |
Chg.-0.050 |
Bid9:42:45 PM |
Ask9:42:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
74.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM6AR7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
-0.34 |
| Time value: |
0.89 |
| Break-even: |
82.90 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
4.29 |
| Rho: |
0.21 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.860 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.20% |
| 1 Month |
|
|
-32.06% |
| 3 Months |
|
|
-7.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
1.330 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
