UBS Call 172 CMC 16.01.2026
/ CH1326168825
UBS Call 172 CMC 16.01.2026/ CH1326168825 /
| 2024-06-13 8:19:22 AM |
Chg.-0.030 |
Bid8:19:22 AM |
Ask8:19:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.490EUR |
-0.85% |
3.490
Bid Size: 10,000 |
3.540
Ask Size: 10,000 |
JPMORGAN CHASE ... |
172.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM12SF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.51 |
| Time value: |
3.02 |
| Break-even: |
207.30 |
| Moneyness: |
1.03 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.32 |
| Rho: |
1.31 |
Quote data
| Open: |
3.500 |
| High: |
3.500 |
| Low: |
3.480 |
| Previous Close: |
3.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.05% |
| 1 Month |
|
|
-15.70% |
| 3 Months |
|
|
-4.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.130 |
3.520 |
| 1M High / 1M Low: |
4.560 |
3.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
