UBS Call 85 AZN 17.01.2025/  DE000UM5K8W7  /

UBS Investment Bank
2024-07-25  9:52:56 AM Chg.-0.090 Bid- Ask- Underlying Strike price Expiration date Option type
0.300EUR -23.08% -
Bid Size: -
-
Ask Size: -
AstraZeneca PLC 85.00 USD 2025-01-17 Call
 

Master data

WKN: UM5K8W
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2025-01-17
Issue date: 2024-05-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.94
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.49
Time value: 0.41
Break-even: 82.53
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.44
Theta: -0.02
Omega: 7.89
Rho: 0.14
 

Quote data

Open: 0.390
High: 0.410
Low: 0.300
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -