UBS Call 83 AZN 21.03.2025/  DE000UM5P1G0  /

UBS Investment Bank
2024-07-04  5:35:53 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.440EUR +2.33% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 83.00 - 2025-03-21 Call
 

Master data

WKN: UM5P1G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 83.00 -
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.52
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -1.18
Time value: 0.49
Break-even: 87.90
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 13.95%
Delta: 0.39
Theta: -0.02
Omega: 5.64
Rho: 0.16
 

Quote data

Open: 0.440
High: 0.470
Low: 0.430
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -