UBS Call 85 AZN 21.03.2025
/ DE000UM5EHH0
UBS Call 85 AZN 21.03.2025/ DE000UM5EHH0 /
| 2024-07-25 10:22:08 AM |
Chg.-0.160 |
Bid10:22:08 AM |
Ask10:22:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-33.33% |
0.320
Bid Size: 7,500 |
0.340
Ask Size: 7,500 |
AstraZeneca PLC |
85.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM5EHH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.49 |
| Time value: |
0.49 |
| Break-even: |
83.33 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
6.99 |
| Rho: |
0.19 |
Quote data
| Open: |
0.470 |
| High: |
0.500 |
| Low: |
0.320 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-37.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.510 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
