UBS Call 81 AZN 21.03.2025
/ DE000UM5NMD0
UBS Call 81 AZN 21.03.2025/ DE000UM5NMD0 /
| 11/6/2024 7:32:35 PM |
Chg.-0.037 |
Bid9:29:46 PM |
Ask9:29:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-27.21% |
0.100
Bid Size: 20,000 |
0.109
Ask Size: 20,000 |
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: |
42.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-2.04 |
| Time value: |
0.14 |
| Break-even: |
82.41 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.01 |
| Spread %: |
7.63% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
7.78 |
| Rho: |
0.04 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.084 |
| Previous Close: |
0.136 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.33% |
| 1 Month |
|
|
-76.98% |
| 3 Months |
|
|
-83.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.136 |
| 1M High / 1M Low: |
0.440 |
0.136 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
