UBS Call 79 AZN 16.01.2026
/ DE000UM5PSJ9
UBS Call 79 AZN 16.01.2026/ DE000UM5PSJ9 /
| 11/7/2024 9:47:04 AM |
Chg.0.000 |
Bid9:47:04 AM |
Ask9:47:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.330
Bid Size: 5,000 |
0.360
Ask Size: 5,000 |
AstraZeneca PLC |
79.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
5/14/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-1.95 |
| Time value: |
0.34 |
| Break-even: |
82.40 |
| Moneyness: |
0.75 |
| Premium: |
0.38 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
5.28 |
| Rho: |
0.17 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-61.63% |
| 3 Months |
|
|
-70.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.330 |
| 1M High / 1M Low: |
0.920 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
