UBS Call 89 AMZ 21.06.2024
/ CH1230102506
UBS Call 89 AMZ 21.06.2024/ CH1230102506 /
| 2024-06-19 6:56:48 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.670EUR |
-0.69% |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
89.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK8152 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.13 |
| Intrinsic value: |
8.12 |
| Implied volatility: |
9.19 |
| Historic volatility: |
0.25 |
| Parity: |
8.12 |
| Time value: |
0.74 |
| Break-even: |
177.60 |
| Moneyness: |
1.91 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.13 |
| Spread %: |
1.49% |
| Delta: |
0.90 |
| Theta: |
-5.01 |
| Omega: |
1.73 |
| Rho: |
0.00 |
Quote data
| Open: |
8.740 |
| High: |
8.780 |
| Low: |
8.640 |
| Previous Close: |
8.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+6.38% |
| YTD |
|
|
+42.83% |
| 1 Year |
|
|
+115.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.100 |
8.730 |
| 1M High / 1M Low: |
9.150 |
8.080 |
| 6M High / 6M Low: |
9.450 |
5.350 |
| High (YTD): |
2024-04-11 |
9.450 |
| Low (YTD): |
2024-01-04 |
5.350 |
| 52W High: |
2024-04-11 |
9.450 |
| 52W Low: |
2023-10-26 |
3.540 |
| Avg. price 1W: |
|
8.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.325 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
30.72% |
| Volatility 6M: |
|
47.25% |
| Volatility 1Y: |
|
62.71% |
| Volatility 3Y: |
|
- |
