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UBS Call 80 AZN 21.03.2025/  DE000UM5Q4J7  /

EUWAX
2024-06-21  8:26:17 AM Chg.0.000 Bid9:30:37 AM Ask9:30:37 AM Underlying Strike price Expiration date Option type
0.680EUR 0.00% 0.680
Bid Size: 5,000		 0.710
Ask Size: 5,000		 AstraZeneca PLC 80.00 - 2025-03-21 Call
 

Master data

WKN: UM5Q4J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AstraZeneca PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.48
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.66
Time value: 0.70
Break-even: 87.00
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.48
Theta: -0.02
Omega: 5.05
Rho: 0.21
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.680
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -