UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
2024-07-31 2:39:03 PM |
Chg.+0.140 |
Bid3:38:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.470EUR |
+1.68% |
8.710 Bid Size: 50,000 |
- Ask Size: - |
AMAZON.COM INC. D... |
93.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL1TQH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
93.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.63 |
Intrinsic value: |
7.50 |
Implied volatility: |
1.09 |
Historic volatility: |
0.25 |
Parity: |
7.50 |
Time value: |
0.96 |
Break-even: |
177.60 |
Moneyness: |
1.81 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.89 |
Theta: |
-0.08 |
Omega: |
1.77 |
Rho: |
0.25 |
Quote data
Open: |
8.420 |
High: |
8.480 |
Low: |
8.380 |
Previous Close: |
8.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.47% |
1 Month |
|
|
-13.22% |
3 Months |
|
|
+0.12% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+80.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.630 |
8.330 |
1M High / 1M Low: |
10.220 |
8.330 |
6M High / 6M Low: |
10.220 |
6.430 |
High (YTD): |
2024-07-02 |
10.220 |
Low (YTD): |
2024-01-05 |
5.430 |
52W High: |
2024-07-02 |
10.220 |
52W Low: |
2023-10-26 |
3.610 |
Avg. price 1W: |
|
8.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.563 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.892 |
Avg. volume 1Y: |
|
1.172 |
Volatility 1M: |
|
43.75% |
Volatility 6M: |
|
49.39% |
Volatility 1Y: |
|
59.75% |
Volatility 3Y: |
|
- |