UBS Call 80 AZN 17.01.2025
/ DE000UM5ESJ3
UBS Call 80 AZN 17.01.2025/ DE000UM5ESJ3 /
| 11/7/2024 10:53:02 AM |
Chg.-0.007 |
Bid10:53:02 AM |
Ask10:53:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-9.59% |
0.066
Bid Size: 7,500 |
0.085
Ask Size: 7,500 |
AstraZeneca PLC |
80.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
-2.05 |
| Time value: |
0.08 |
| Break-even: |
80.83 |
| Moneyness: |
0.74 |
| Premium: |
0.36 |
| Premium p.a.: |
3.83 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
9.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.068 |
| Low: |
0.061 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.71% |
| 1 Month |
|
|
-81.67% |
| 3 Months |
|
|
-89.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.073 |
| 1M High / 1M Low: |
0.400 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
