UBS Call 79 AZN 20.06.2025
/ DE000UM5R7M3
UBS Call 79 AZN 20.06.2025/ DE000UM5R7M3 /
| 2024-11-06 7:31:24 PM |
Chg.-0.060 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
-24.90% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
79.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM5R7M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
-1.84 |
| Time value: |
0.24 |
| Break-even: |
81.43 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
4.29% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
6.35 |
| Rho: |
0.08 |
Quote data
| Open: |
0.235 |
| High: |
0.235 |
| Low: |
0.164 |
| Previous Close: |
0.241 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.86% |
| 1 Month |
|
|
-71.27% |
| 3 Months |
|
|
-77.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.241 |
| 1M High / 1M Low: |
0.660 |
0.241 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
