UBS Call 89 AMZ 20.12.2024
/ CH1255634243
UBS Call 89 AMZ 20.12.2024/ CH1255634243 /
| 11/8/2024 3:37:35 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.300EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
89.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL3EVP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.55 |
| Intrinsic value: |
10.52 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.25 |
| Parity: |
10.52 |
| Time value: |
0.82 |
| Break-even: |
202.40 |
| Moneyness: |
2.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
0.35% |
| Delta: |
0.92 |
| Theta: |
-0.28 |
| Omega: |
1.57 |
| Rho: |
0.07 |
Quote data
| Open: |
11.320 |
| High: |
11.380 |
| Low: |
11.180 |
| Previous Close: |
11.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.55% |
| 1 Month |
|
|
+27.25% |
| 3 Months |
|
|
+53.95% |
| YTD |
|
|
+77.12% |
| 1 Year |
|
|
+102.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.300 |
9.860 |
| 1M High / 1M Low: |
11.300 |
8.880 |
| 6M High / 6M Low: |
11.300 |
6.780 |
| High (YTD): |
11/8/2024 |
11.300 |
| Low (YTD): |
1/4/2024 |
5.680 |
| 52W High: |
11/8/2024 |
11.300 |
| 52W Low: |
11/9/2023 |
5.580 |
| Avg. price 1W: |
|
10.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.981 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.253 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.14% |
| Volatility 6M: |
|
57.02% |
| Volatility 1Y: |
|
52.09% |
| Volatility 3Y: |
|
- |
