UBS Put 116 AMZN 20.06.2025
/ CH1302933952
UBS Put 116 AMZN 20.06.2025/ CH1302933952 /
2024-05-03 9:03:34 AM |
Chg.+0.006 |
Bid9:03:34 AM |
Ask9:03:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.249EUR |
+2.47% |
0.249 Bid Size: 25,000 |
0.280 Ask Size: 25,000 |
Amazon.com Inc |
116.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
UL871V |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
116.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
-6.40 |
Time value: |
0.30 |
Break-even: |
105.11 |
Moneyness: |
0.63 |
Premium: |
0.39 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.06 |
Spread %: |
23.46% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-4.43 |
Rho: |
-0.18 |
Quote data
Open: |
0.246 |
High: |
0.250 |
Low: |
0.245 |
Previous Close: |
0.243 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.00% |
1 Month |
|
|
-17.00% |
3 Months |
|
|
-30.83% |
YTD |
|
|
-59.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.243 |
1M High / 1M Low: |
0.380 |
0.243 |
6M High / 6M Low: |
0.980 |
0.243 |
High (YTD): |
2024-01-04 |
0.760 |
Low (YTD): |
2024-05-02 |
0.243 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.518 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.66% |
Volatility 6M: |
|
113.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |