UBS Put 166 AMZ 21.03.2025
/ CH1326138505
UBS Put 166 AMZ 21.03.2025/ CH1326138505 /
| 2024-05-31 8:49:25 AM |
Chg.+0.040 |
Bid3:09:48 PM |
Ask3:09:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+4.04% |
1.030
Bid Size: 2,500 |
1.060
Ask Size: 2,500 |
AMAZON.COM INC. D... |
166.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
UM18PA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
166.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
1.04 |
| Break-even: |
155.20 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
5.88% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-6.22 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.04% |
| 1 Month |
|
|
-9.65% |
| 3 Months |
|
|
-27.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.970 |
| 1M High / 1M Low: |
1.140 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
