UBS Call 105 AMZ 20.12.2024
/ CH1227467300
UBS Call 105 AMZ 20.12.2024/ CH1227467300 /
| 2024-07-31 8:12:35 AM |
Chg.-0.13 |
Bid9:46:40 AM |
Ask9:46:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.35EUR |
-1.74% |
7.40
Bid Size: 25,000 |
-
Ask Size: - |
AMAZON.COM INC. D... |
105.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| 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: |
7.35 |
| High: |
7.35 |
| Low: |
7.35 |
| Previous Close: |
7.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-18.96% |
| 3 Months |
|
|
-5.41% |
| YTD |
|
|
+42.72% |
| 1 Year |
|
|
+89.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.68 |
7.19 |
| 1M High / 1M Low: |
9.15 |
7.19 |
| 6M High / 6M Low: |
9.15 |
5.44 |
| High (YTD): |
2024-07-03 |
9.15 |
| Low (YTD): |
2024-01-05 |
4.48 |
| 52W High: |
2024-07-03 |
9.15 |
| 52W Low: |
2023-10-26 |
2.87 |
| Avg. price 1W: |
|
7.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.12% |
| Volatility 6M: |
|
51.76% |
| Volatility 1Y: |
|
66.06% |
| Volatility 3Y: |
|
- |
