UBS Call 77 AZN 17.01.2025/  DE000UM5GYP3  /

Frankfurt Zert./UBS
2024-08-28  7:41:51 PM Chg.+0.030 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
1.260EUR +2.44% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 77.00 - 2025-01-17 Call
 

Master data

WKN: UM5GYP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 77.00 -
Maturity: 2025-01-17
Issue date: 2024-05-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.05
Implied volatility: 0.62
Historic volatility: 0.17
Parity: 0.05
Time value: 1.20
Break-even: 89.50
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.60
Theta: -0.04
Omega: 3.70
Rho: 0.13
 

Quote data

Open: 1.240
High: 1.270
Low: 1.240
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+82.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.110
1M High / 1M Low: 1.230 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -