UBS Call 75 AZN 17.01.2025
/ DE000UM5F4J0
UBS Call 75 AZN 17.01.2025/ DE000UM5F4J0 /
| 29/08/2024 14:09:05 |
Chg.-0.010 |
Bid14:09:05 |
Ask14:09:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-0.70% |
1.420
Bid Size: 5,000 |
1.440
Ask Size: 5,000 |
AstraZeneca PLC |
75.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM5F4J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
1.08 |
| Break-even: |
89.30 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
3.49 |
| Rho: |
0.14 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.380 |
| Previous Close: |
1.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.40% |
| 1 Month |
|
|
+84.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.310 |
| 1M High / 1M Low: |
1.430 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
