UBS Call 81 AZN 21.03.2025
/ DE000UM5NMD0
UBS Call 81 AZN 21.03.2025/ DE000UM5NMD0 /
| 10/4/2024 7:36:02 PM |
Chg.-0.040 |
Bid9:21:31 PM |
Ask9:21:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-8.51% |
0.430
Bid Size: 10,000 |
0.440
Ask Size: 10,000 |
AstraZeneca PLC |
81.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM5NMD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
-1.04 |
| Time value: |
0.47 |
| Break-even: |
85.70 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
5.82 |
| Rho: |
0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.410 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
-54.74% |
| 3 Months |
|
|
-15.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.950 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
