UBS Put 166 AMZ 21.03.2025
/ CH1326138505
UBS Put 166 AMZ 21.03.2025/ CH1326138505 /
| 2024-06-07 9:55:04 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-18.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
0.91 |
| Break-even: |
156.90 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
7.06% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-6.59 |
| Rho: |
-0.54 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.810 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.02% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-36.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.850 |
| 1M High / 1M Low: |
1.090 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
