UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
| 9/6/2024 7:30:49 PM |
Chg.-0.380 |
Bid9:57:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.300EUR |
-4.95% |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
93.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.80 |
| Intrinsic value: |
6.71 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.25 |
| Parity: |
6.71 |
| Time value: |
0.97 |
| Break-even: |
169.80 |
| Moneyness: |
1.72 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.09 |
| Spread %: |
-1.16% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
1.83 |
| Rho: |
0.18 |
Quote data
| Open: |
7.620 |
| High: |
7.750 |
| Low: |
7.280 |
| Previous Close: |
7.680 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.45% |
| 1 Month |
|
|
+8.79% |
| 3 Months |
|
|
-15.31% |
| YTD |
|
|
+20.66% |
| 1 Year |
|
|
+48.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.820 |
7.420 |
| 1M High / 1M Low: |
8.020 |
6.650 |
| 6M High / 6M Low: |
10.220 |
6.430 |
| High (YTD): |
7/2/2024 |
10.220 |
| Low (YTD): |
1/5/2024 |
5.430 |
| 52W High: |
7/2/2024 |
10.220 |
| 52W Low: |
10/26/2023 |
3.610 |
| Avg. price 1W: |
|
7.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.161 |
| Avg. volume 1Y: |
|
1.172 |
| Volatility 1M: |
|
52.89% |
| Volatility 6M: |
|
53.11% |
| Volatility 1Y: |
|
59.91% |
| Volatility 3Y: |
|
- |
