UBS Call 77 AZN 21.03.2025
/ DE000UM5JA77
UBS Call 77 AZN 21.03.2025/ DE000UM5JA77 /
2024-07-25 10:24:58 AM |
Chg.-0.200 |
Bid10:33:23 AM |
Ask10:33:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-24.39% |
0.630 Bid Size: 7,500 |
0.650 Ask Size: 7,500 |
AstraZeneca PLC |
77.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM5JA7 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AstraZeneca PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-0.35 |
Time value: |
0.86 |
Break-even: |
85.60 |
Moneyness: |
0.96 |
Premium: |
0.16 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
1.18% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
4.58 |
Rho: |
0.20 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.620 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.51% |
1 Month |
|
|
-29.55% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.780 |
1M High / 1M Low: |
0.880 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |