UBS Call 90 AZN 21.03.2025
/ DE000UM69CV5
UBS Call 90 AZN 21.03.2025/ DE000UM69CV5 /
| 2024-07-25 10:46:15 AM |
Chg.-0.101 |
Bid10:46:15 AM |
Ask10:46:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.229EUR |
-30.61% |
0.229
Bid Size: 7,500 |
0.247
Ask Size: 7,500 |
AstraZeneca PLC |
90.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM69CV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-1.65 |
| Time value: |
0.34 |
| Break-even: |
93.40 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
6.57 |
| Rho: |
0.12 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.218 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.03% |
| 1 Month |
|
|
-34.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.234 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
