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UBS Call 105 AMZ 20.12.2024/  CH1227467300  /

UBS Investment Bank
2024-07-31  11:32:05 AM Chg.0.000 Bid11:32:05 AM Ask- Underlying Strike price Expiration date Option type
7.390EUR 0.00% 7.390
Bid Size: 2,500		 -
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: 7.310
High: 7.480
Low: 7.310
Previous Close: 7.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.51%
1 Month
  -13.47%
3 Months  
+2.92%
YTD  
+43.77%
1 Year  
+89.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.480 7.200
1M High / 1M Low: 9.130 7.200
6M High / 6M Low: 9.130 5.330
High (YTD): 2024-07-02 9.130
Low (YTD): 2024-01-04 4.460
52W High: 2024-07-02 9.130
52W Low: 2023-10-26 2.930
Avg. price 1W:   7.348
Avg. volume 1W:   0.000
Avg. price 1M:   8.197
Avg. volume 1M:   0.000
Avg. price 6M:   7.520
Avg. volume 6M:   0.000
Avg. price 1Y:   5.939
Avg. volume 1Y:   0.000
Volatility 1M:   45.88%
Volatility 6M:   54.76%
Volatility 1Y:   66.37%
Volatility 3Y:   -