UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
2024-09-06 9:57:42 PM |
Chg.-0.570 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.210EUR |
-7.33% |
- Bid Size: - |
- 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: |
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: |
7.730 |
High: |
7.830 |
Low: |
7.200 |
Previous Close: |
7.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.73% |
1 Month |
|
|
+10.41% |
3 Months |
|
|
-17.60% |
YTD |
|
|
+18.98% |
1 Year |
|
|
+46.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.900 |
7.450 |
1M High / 1M Low: |
7.970 |
6.530 |
6M High / 6M Low: |
10.210 |
6.450 |
High (YTD): |
2024-07-02 |
10.210 |
Low (YTD): |
2024-01-04 |
5.360 |
52W High: |
2024-07-02 |
10.210 |
52W Low: |
2023-10-26 |
3.680 |
Avg. price 1W: |
|
7.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.503 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
7.163 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
52.97% |
Volatility 6M: |
|
52.57% |
Volatility 1Y: |
|
59.47% |
Volatility 3Y: |
|
- |