UBS Call 81 AZN 20.06.2025
/ DE000UM5UA72
UBS Call 81 AZN 20.06.2025/ DE000UM5UA72 /
| 29/08/2024 19:35:52 |
Chg.0.000 |
Bid19:35:52 |
Ask19:35:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
0.00% |
1.190
Bid Size: 10,000 |
1.200
Ask Size: 10,000 |
AstraZeneca PLC |
81.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
1.20 |
| Break-even: |
93.00 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.76 |
| Rho: |
0.27 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.150 |
| Previous Close: |
1.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.18% |
| 1 Month |
|
|
+80.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.100 |
| 1M High / 1M Low: |
1.190 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
