UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
| 2024-07-31 8:12:35 AM |
Chg.-0.14 |
Bid11:26:24 AM |
Ask11:26:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.41EUR |
-1.64% |
8.44
Bid Size: 2,500 |
-
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: |
8.41 |
| High: |
8.41 |
| Low: |
8.41 |
| Previous Close: |
8.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.89% |
| 1 Month |
|
|
-17.22% |
| 3 Months |
|
|
-4.54% |
| YTD |
|
|
+38.55% |
| 1 Year |
|
|
+79.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.75 |
8.25 |
| 1M High / 1M Low: |
10.23 |
8.25 |
| 6M High / 6M Low: |
10.23 |
6.41 |
| High (YTD): |
2024-07-03 |
10.23 |
| Low (YTD): |
2024-01-05 |
5.39 |
| 52W High: |
2024-07-03 |
10.23 |
| 52W Low: |
2023-10-26 |
3.62 |
| Avg. price 1W: |
|
8.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.88 |
| Avg. volume 1Y: |
|
1.18 |
| Volatility 1M: |
|
39.02% |
| Volatility 6M: |
|
45.86% |
| Volatility 1Y: |
|
58.12% |
| Volatility 3Y: |
|
- |
