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UBS Call 114 AMZ 20.12.2024/  CH1227467359  /

UBS Investment Bank
2024-07-31  12:32:14 PM Chg.0.000 Bid12:32:14 PM Ask- Underlying Strike price Expiration date Option type
6.600EUR 0.00% 6.600
Bid Size: 2,500		 -
Ask Size: -		 AMAZON.COM INC. D... 114.00 - 2024-12-20 Call
 

Master data

WKN: UL15WP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 114.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 5.56
Intrinsic value: 5.40
Implied volatility: 0.83
Historic volatility: 0.25
Parity: 5.40
Time value: 1.03
Break-even: 178.30
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: -0.17
Spread %: -2.58%
Delta: 0.85
Theta: -0.08
Omega: 2.22
Rho: 0.31
 

Quote data

Open: 6.520
High: 6.680
Low: 6.500
Previous Close: 6.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month
  -14.73%
3 Months  
+2.96%
YTD  
+47.32%
1 Year  
+96.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.680 6.410
1M High / 1M Low: 8.330 6.410
6M High / 6M Low: 8.330 4.640
High (YTD): 2024-07-02 8.330
Low (YTD): 2024-01-04 3.820
52W High: 2024-07-02 8.330
52W Low: 2023-10-26 2.430
Avg. price 1W:   6.556
Avg. volume 1W:   0.000
Avg. price 1M:   7.403
Avg. volume 1M:   0.000
Avg. price 6M:   6.754
Avg. volume 6M:   0.000
Avg. price 1Y:   5.253
Avg. volume 1Y:   0.000
Volatility 1M:   50.87%
Volatility 6M:   60.60%
Volatility 1Y:   73.34%
Volatility 3Y:   -