UBS Call 85 AZN 19.12.2025
/ DE000UM5HQQ5
UBS Call 85 AZN 19.12.2025/ DE000UM5HQQ5 /
| 7/25/2024 6:39:48 PM |
Chg.-0.120 |
Bid6:39:48 PM |
Ask6:39:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-14.81% |
0.690
Bid Size: 10,000 |
0.700
Ask Size: 10,000 |
AstraZeneca PLC |
85.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
UM5HQQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
5/28/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.49 |
| Time value: |
0.82 |
| Break-even: |
86.63 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.44 |
Quote data
| Open: |
0.790 |
| High: |
0.830 |
| Low: |
0.570 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-18.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.850 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
