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UBS Call 105 AMZ 20.12.2024/  CH1227467300  /

Frankfurt Zert./UBS
31/07/2024  11:25:37 Chg.+0.160 Bid11:29:56 Ask- Underlying Strike price Expiration date Option type
7.370EUR +2.22% 7.370
Bid Size: 2,500		 -
Ask Size: -		 AMAZON.COM INC. D... 105.00 - 20/12/2024 Call
 

Master data

WKN: UL1W8M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 6.45
Intrinsic value: 6.30
Implied volatility: 1.01
Historic volatility: 0.25
Parity: 6.30
Time value: 1.18
Break-even: 179.80
Moneyness: 1.60
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 1.22%
Delta: 0.86
Theta: -0.09
Omega: 1.93
Rho: 0.27
 

Quote data

Open: 7.340
High: 7.390
Low: 7.340
Previous Close: 7.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.14%
1 Month
  -15.19%
3 Months
  -0.54%
YTD  
+43.66%
1 Year  
+88.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.540 7.210
1M High / 1M Low: 9.120 7.210
6M High / 6M Low: 9.120 5.460
High (YTD): 02/07/2024 9.120
Low (YTD): 05/01/2024 4.520
52W High: 02/07/2024 9.120
52W Low: 26/10/2023 2.860
Avg. price 1W:   7.398
Avg. volume 1W:   0.000
Avg. price 1M:   8.214
Avg. volume 1M:   0.000
Avg. price 6M:   7.519
Avg. volume 6M:   0.000
Avg. price 1Y:   5.943
Avg. volume 1Y:   0.000
Volatility 1M:   51.04%
Volatility 6M:   56.11%
Volatility 1Y:   67.73%
Volatility 3Y:   -