UBS Call 96 AZN 21.03.2025
/ DE000UM9PXR4
UBS Call 96 AZN 21.03.2025/ DE000UM9PXR4 /
| 06/11/2024 19:26:46 |
Chg.-0.009 |
Bid21:53:45 |
Ask21:53:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
96.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM9PXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.18 |
| Parity: |
-3.54 |
| Time value: |
0.08 |
| Break-even: |
96.80 |
| Moneyness: |
0.63 |
| Premium: |
0.60 |
| Premium p.a.: |
2.55 |
| Spread abs.: |
0.01 |
| Spread %: |
12.68% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
7.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.065 |
| Low: |
0.033 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-46.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.063 |
| 1M High / 1M Low: |
0.118 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
