UBS Call 77 AZN 21.03.2025
/ DE000UM5JA77
UBS Call 77 AZN 21.03.2025/ DE000UM5JA77 /
8/28/2024 9:55:02 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
+2.27% |
- Bid Size: - |
- Ask Size: - |
AstraZeneca PLC |
77.00 - |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.54 |
Historic volatility: |
0.17 |
Parity: |
0.05 |
Time value: |
1.28 |
Break-even: |
90.30 |
Moneyness: |
1.01 |
Premium: |
0.17 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
3.53 |
Rho: |
0.19 |
Quote data
Open: |
1.320 |
High: |
1.370 |
Low: |
1.320 |
Previous Close: |
1.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.87% |
1 Month |
|
|
+82.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
1.240 |
1M High / 1M Low: |
1.350 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |