UBS Call 81 AZN 21.03.2025
/ DE000UM5NMD0
UBS Call 81 AZN 21.03.2025/ DE000UM5NMD0 /
| 24/07/2024 19:33:19 |
Chg.+0.020 |
Bid08:47:52 |
Ask08:47:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+3.33% |
0.630
Bid Size: 5,000 |
0.650
Ask Size: 5,000 |
AstraZeneca PLC |
81.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-0.80 |
| Time value: |
0.62 |
| Break-even: |
87.20 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
5.30 |
| Rho: |
0.18 |
Quote data
| Open: |
0.590 |
| High: |
0.620 |
| Low: |
0.530 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
-7.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
0.670 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
