UBS Call 79 AZN 16.01.2026
/ DE000UM5PSJ9
UBS Call 79 AZN 16.01.2026/ DE000UM5PSJ9 /
| 2024-07-25 5:20:14 PM |
Chg.-0.150 |
Bid5:20:14 PM |
Ask5:20:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-13.64% |
0.950
Bid Size: 10,000 |
0.960
Ask Size: 10,000 |
AstraZeneca PLC |
79.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM5PSJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-0.55 |
| Time value: |
1.11 |
| Break-even: |
90.10 |
| Moneyness: |
0.93 |
| Premium: |
0.23 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
3.72 |
| Rho: |
0.45 |
Quote data
| Open: |
1.090 |
| High: |
1.130 |
| Low: |
0.810 |
| Previous Close: |
1.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.000 |
| 1M High / 1M Low: |
1.150 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
