UBS Call 76 AZN 17.01.2025
/ DE000UM5YGQ1
UBS Call 76 AZN 17.01.2025/ DE000UM5YGQ1 /
| 12/07/2024 09:00:29 |
Chg.0.000 |
Bid09:00:29 |
Ask09:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.720
Bid Size: 5,000 |
0.750
Ask Size: 5,000 |
AstraZeneca PLC |
76.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM5YGQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
-0.42 |
| Time value: |
0.75 |
| Break-even: |
83.50 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
4.88 |
| Rho: |
0.15 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.630 |
| 1M High / 1M Low: |
0.920 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
