UBS Call 74 AZN 21.03.2025
/ DE000UM6CAK1
UBS Call 74 AZN 21.03.2025/ DE000UM6CAK1 /
| 2024-08-29 9:04:25 AM |
Chg.-0.040 |
Bid9:04:25 AM |
Ask9:04:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-2.55% |
1.530
Bid Size: 2,500 |
1.560
Ask Size: 2,500 |
AstraZeneca PLC |
74.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
0.45 |
| Time value: |
1.13 |
| Break-even: |
89.80 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.26 |
| Rho: |
0.20 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
1.530 |
| Previous Close: |
1.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.79% |
| 1 Month |
|
|
+68.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.460 |
| 1M High / 1M Low: |
1.570 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
