UBS Call 83 AZN 21.03.2025/  DE000UM5P1G0  /

UBS Investment Bank
24/07/2024  21:56:47 Chg.+0.040 Bid- Ask- Underlying Strike price Expiration date Option type
0.560EUR +7.69% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 83.00 - 21/03/2025 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: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.77
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -1.00
Time value: 0.53
Break-even: 88.30
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.41
Theta: -0.02
Omega: 5.66
Rho: 0.16
 

Quote data

Open: 0.530
High: 0.560
Low: 0.450
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 0.590 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -