UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
06/09/2024 08:12:21 |
Chg.+0.35 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
7.73EUR |
+4.74% |
- Bid Size: - |
- Ask Size: - |
AMAZON.COM INC. D... |
93.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/02/2023 |
Last trading day: |
19/12/2024 |
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: |
7.73 |
High: |
7.73 |
Low: |
7.73 |
Previous Close: |
7.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.46% |
1 Month |
|
|
+16.59% |
3 Months |
|
|
-8.41% |
YTD |
|
|
+27.35% |
1 Year |
|
|
+58.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.86 |
7.38 |
1M High / 1M Low: |
8.04 |
6.57 |
6M High / 6M Low: |
10.23 |
6.41 |
High (YTD): |
03/07/2024 |
10.23 |
Low (YTD): |
05/01/2024 |
5.39 |
52W High: |
03/07/2024 |
10.23 |
52W Low: |
26/10/2023 |
3.62 |
Avg. price 1W: |
|
7.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.42 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.15 |
Avg. volume 1Y: |
|
1.18 |
Volatility 1M: |
|
58.43% |
Volatility 6M: |
|
57.04% |
Volatility 1Y: |
|
59.70% |
Volatility 3Y: |
|
- |