UBS Call 74 AZN 21.03.2025
/ DE000UM6CAK1
UBS Call 74 AZN 21.03.2025/ DE000UM6CAK1 /
27/09/2024 15:53:28 |
Chg.-0.020 |
Bid16:26:33 |
Ask16:26:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-2.47% |
0.810 Bid Size: 10,000 |
0.820 Ask Size: 10,000 |
AstraZeneca PLC |
74.00 - |
21/03/2025 |
Call |
Master data
WKN: |
UM6CAK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AstraZeneca PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 - |
Maturity: |
21/03/2025 |
Issue date: |
03/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.17 |
Parity: |
-0.41 |
Time value: |
0.82 |
Break-even: |
82.20 |
Moneyness: |
0.95 |
Premium: |
0.18 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.52 |
Theta: |
-0.03 |
Omega: |
4.43 |
Rho: |
0.14 |
Quote data
Open: |
0.810 |
High: |
0.830 |
Low: |
0.790 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.14% |
1 Month |
|
|
-48.37% |
3 Months |
|
|
-17.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.720 |
1M High / 1M Low: |
1.580 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |