UBS Call 174 CMC 21.03.2025
/ CH1326155707
UBS Call 174 CMC 21.03.2025/ CH1326155707 /
2024-05-16 9:56:01 PM |
Chg.+0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.570EUR |
+2.29% |
- Bid Size: - |
- Ask Size: - |
JPMORGAN CHASE ... |
174.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM1237 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JPMORGAN CHASE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
174.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-19 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
1.16 |
Implied volatility: |
0.40 |
Historic volatility: |
0.15 |
Parity: |
1.16 |
Time value: |
2.39 |
Break-even: |
209.50 |
Moneyness: |
1.07 |
Premium: |
0.13 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.06 |
Spread %: |
1.72% |
Delta: |
0.67 |
Theta: |
-0.05 |
Omega: |
3.52 |
Rho: |
0.76 |
Quote data
Open: |
3.480 |
High: |
3.660 |
Low: |
3.440 |
Previous Close: |
3.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.51% |
1 Month |
|
|
+68.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.570 |
3.250 |
1M High / 1M Low: |
3.570 |
2.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.931 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |