UBS Call 80 AZN 17.01.2025
/ DE000UM5ESJ3
UBS Call 80 AZN 17.01.2025/ DE000UM5ESJ3 /
| 2024-07-25 9:09:52 AM |
Chg.-0.100 |
Bid9:09:52 AM |
Ask9:09:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-16.67% |
0.500
Bid Size: 5,000 |
0.530
Ask Size: 5,000 |
AstraZeneca PLC |
80.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM5ESJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-0.70 |
| Time value: |
0.57 |
| Break-even: |
85.70 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
5.71 |
| Rho: |
0.13 |
Quote data
| Open: |
0.590 |
| High: |
0.630 |
| Low: |
0.500 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-20.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.520 |
| 1M High / 1M Low: |
0.630 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
