UBS Call 81 AZN 20.06.2025
/ DE000UM5UA72
UBS Call 81 AZN 20.06.2025/ DE000UM5UA72 /
| 2024-07-25 5:11:15 PM |
Chg.-0.140 |
Bid5:11:15 PM |
Ask5:11:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-18.42% |
0.620
Bid Size: 10,000 |
0.630
Ask Size: 10,000 |
AstraZeneca PLC |
81.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM5UA7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-0.75 |
| Time value: |
0.77 |
| Break-even: |
88.70 |
| Moneyness: |
0.91 |
| Premium: |
0.21 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
4.67 |
| Rho: |
0.26 |
Quote data
| Open: |
0.750 |
| High: |
0.790 |
| Low: |
0.510 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-21.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.680 |
| 1M High / 1M Low: |
0.790 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
