UBS Call 77 AZN 20.06.2025
/ DE000UM5KCZ0
UBS Call 77 AZN 20.06.2025/ DE000UM5KCZ0 /
| 07/11/2024 19:41:51 |
Chg.+0.012 |
Bid19:41:51 |
Ask19:41:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.218EUR |
+5.83% |
0.218
Bid Size: 20,000 |
0.227
Ask Size: 20,000 |
AstraZeneca PLC |
77.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
UM5KCZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-1.75 |
| Time value: |
0.22 |
| Break-even: |
79.15 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
4.37% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
6.76 |
| Rho: |
0.08 |
Quote data
| Open: |
0.197 |
| High: |
0.222 |
| Low: |
0.185 |
| Previous Close: |
0.206 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.30% |
| 1 Month |
|
|
-68.86% |
| 3 Months |
|
|
-77.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.206 |
| 1M High / 1M Low: |
0.760 |
0.206 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.351 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
