UBS Call 77 AZN 17.01.2025
/ DE000UM5GYP3
UBS Call 77 AZN 17.01.2025/ DE000UM5GYP3 /
| 2024-10-04 9:09:34 PM |
Chg.-0.040 |
Bid9:09:34 PM |
Ask9:09:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-7.14% |
0.520
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
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: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
-0.64 |
| Time value: |
0.57 |
| Break-even: |
82.70 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
5.54 |
| Rho: |
0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
-54.78% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.530 |
| 1M High / 1M Low: |
1.150 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
