UBS Call 75 AZN 21.03.2025
/ DE000UM5G7M6
UBS Call 75 AZN 21.03.2025/ DE000UM5G7M6 /
| 2024-07-24 8:27:13 AM |
Chg.-0.010 |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
75.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM5G7M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-0.20 |
| Time value: |
0.93 |
| Break-even: |
84.30 |
| Moneyness: |
0.97 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
4.40 |
| Rho: |
0.21 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
-7.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.050 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
