UBS Call 130 AMZ 21.06.2024
/ CH1198355658
UBS Call 130 AMZ 21.06.2024/ CH1198355658 /
2024-06-14 9:58:13 PM |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.000EUR |
-0.79% |
- Bid Size: - |
- Ask Size: - |
AMAZON.COM INC. D... |
130.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK55RW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.16 |
Intrinsic value: |
4.16 |
Implied volatility: |
3.08 |
Historic volatility: |
0.25 |
Parity: |
4.16 |
Time value: |
0.83 |
Break-even: |
179.90 |
Moneyness: |
1.32 |
Premium: |
0.05 |
Premium p.a.: |
16.90 |
Spread abs.: |
-0.02 |
Spread %: |
-0.40% |
Delta: |
0.82 |
Theta: |
-1.51 |
Omega: |
2.81 |
Rho: |
0.01 |
Quote data
Open: |
5.010 |
High: |
5.110 |
Low: |
4.900 |
Previous Close: |
5.040 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.99% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+15.21% |
YTD |
|
|
+79.21% |
1 Year |
|
|
+210.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.340 |
5.000 |
1M High / 1M Low: |
5.340 |
4.290 |
6M High / 6M Low: |
5.680 |
2.150 |
High (YTD): |
2024-04-11 |
5.680 |
Low (YTD): |
2024-01-04 |
2.150 |
52W High: |
2024-04-11 |
5.680 |
52W Low: |
2023-10-26 |
1.130 |
Avg. price 1W: |
|
5.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.884 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.242 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.084 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
53.29% |
Volatility 6M: |
|
86.09% |
Volatility 1Y: |
|
109.83% |
Volatility 3Y: |
|
- |