UBS Call 135 AMZ 21.06.2024
/ CH1209971022
UBS Call 135 AMZ 21.06.2024/ CH1209971022 /
| 2024-04-30 9:28:47 AM |
Chg.+0.21 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
+4.73% |
-
Bid Size: - |
-
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: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.26 |
| Parity: |
2.91 |
| Time value: |
1.14 |
| Break-even: |
175.50 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.20 |
| Omega: |
3.09 |
| Rho: |
0.12 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
4.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.44% |
| 1 Month |
|
|
+5.68% |
| 3 Months |
|
|
+76.81% |
| YTD |
|
|
+89.02% |
| 1 Year |
|
|
+536.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
3.59 |
| 1M High / 1M Low: |
5.33 |
3.59 |
| 6M High / 6M Low: |
5.33 |
1.66 |
| High (YTD): |
2024-04-12 |
5.33 |
| Low (YTD): |
2024-01-05 |
1.88 |
| 52W High: |
2024-04-12 |
5.33 |
| 52W Low: |
2023-05-02 |
0.56 |
| Avg. price 1W: |
|
4.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.31 |
| Avg. volume 1Y: |
|
74.22 |
| Volatility 1M: |
|
128.11% |
| Volatility 6M: |
|
107.48% |
| Volatility 1Y: |
|
126.58% |
| Volatility 3Y: |
|
- |
