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UBS Call 93 AMZ 20.12.2024/  CH1227467235  /

Frankfurt Zert./UBS
2024-07-31  4:38:55 PM Chg.+0.610 Bid5:17:59 PM Ask- Underlying Strike price Expiration date Option type
8.940EUR +7.32% 8.920
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: 8.960
Low: 8.380
Previous Close: 8.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.05%
1 Month
  -8.40%
3 Months  
+5.67%
YTD  
+47.77%
1 Year  
+90.21%
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:   -