UBS Call 93 AMZ 20.12.2024
/ CH1227467235
UBS Call 93 AMZ 20.12.2024/ CH1227467235 /
| 2024-07-05 9:58:51 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.120EUR |
+1.30% |
-
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: |
1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.30 |
| Intrinsic value: |
9.15 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.25 |
| Parity: |
9.15 |
| Time value: |
0.82 |
| Break-even: |
192.70 |
| Moneyness: |
1.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.15 |
| Spread %: |
-1.48% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
1.69 |
| Rho: |
0.32 |
Quote data
| Open: |
9.950 |
| High: |
10.170 |
| Low: |
9.950 |
| Previous Close: |
9.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.71% |
| 1 Month |
|
|
+15.39% |
| 3 Months |
|
|
+13.71% |
| YTD |
|
|
+67.00% |
| 1 Year |
|
|
+126.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.210 |
9.930 |
| 1M High / 1M Low: |
10.210 |
8.600 |
| 6M High / 6M Low: |
10.210 |
5.730 |
| 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: |
|
10.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.605 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
49.08% |
| Volatility 6M: |
|
47.58% |
| Volatility 1Y: |
|
59.48% |
| Volatility 3Y: |
|
- |
