UBS Call 85 AZN 16.01.2026
/ DE000UM5J654
UBS Call 85 AZN 16.01.2026/ DE000UM5J654 /
| 2024-08-29 5:36:47 PM |
Chg.-0.010 |
Bid5:36:47 PM |
Ask5:36:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-0.81% |
1.220
Bid Size: 10,000 |
1.230
Ask Size: 10,000 |
AstraZeneca PLC |
85.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
UM5J65 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
1.03 |
| Break-even: |
88.81 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.54 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.190 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
+62.67% |
| 3 Months |
|
|
-62.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.150 |
| 1M High / 1M Low: |
1.230 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
