UBS Call 75 AZN 20.06.2025
/ DE000UM5QVM5
UBS Call 75 AZN 20.06.2025/ DE000UM5QVM5 /
| 11/7/2024 2:38:49 PM |
Chg.-0.018 |
Bid2:38:49 PM |
Ask2:38:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
-7.50% |
0.222
Bid Size: 7,500 |
0.241
Ask Size: 7,500 |
AstraZeneca PLC |
75.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM5QVM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-1.55 |
| Time value: |
0.25 |
| Break-even: |
77.50 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
6.53 |
| Rho: |
0.09 |
Quote data
| Open: |
0.232 |
| High: |
0.244 |
| Low: |
0.217 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.60% |
| 1 Month |
|
|
-72.25% |
| 3 Months |
|
|
-79.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.240 |
| 1M High / 1M Low: |
0.870 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
