UBS Call 135 AMZ 21.06.2024
/ CH1209971022
UBS Call 135 AMZ 21.06.2024/ CH1209971022 /
| 2024-05-22 9:37:52 AM |
Chg.-0.09 |
Bid10:38:14 AM |
Ask10:38:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
-1.97% |
4.48
Bid Size: 2,500 |
-
Ask Size: - |
AMAZON.COM INC. D... |
135.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6FG7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.26 |
| Parity: |
3.37 |
| Time value: |
1.19 |
| Break-even: |
180.60 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.08 |
| Spread %: |
1.79% |
| Delta: |
0.77 |
| Theta: |
-0.36 |
| Omega: |
2.86 |
| Rho: |
0.07 |
Quote data
| Open: |
4.47 |
| High: |
4.47 |
| Low: |
4.47 |
| Previous Close: |
4.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.21% |
| 1 Month |
|
|
+12.03% |
| 3 Months |
|
|
+20.49% |
| YTD |
|
|
+81.71% |
| 1 Year |
|
|
+347.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.87 |
4.56 |
| 1M High / 1M Low: |
5.17 |
3.59 |
| 6M High / 6M Low: |
5.33 |
1.88 |
| High (YTD): |
2024-04-12 |
5.33 |
| Low (YTD): |
2024-01-05 |
1.88 |
| 52W High: |
2024-04-12 |
5.33 |
| 52W Low: |
2023-10-26 |
0.92 |
| Avg. price 1W: |
|
4.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.53 |
| Avg. volume 1Y: |
|
74.22 |
| Volatility 1M: |
|
115.23% |
| Volatility 6M: |
|
102.68% |
| Volatility 1Y: |
|
124.86% |
| Volatility 3Y: |
|
- |
