UBS Call 175 CMC 20.09.2024
/ CH1326169773
UBS Call 175 CMC 20.09.2024/ CH1326169773 /
| 2024-05-31 9:56:30 PM |
Chg.+0.320 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
+12.36% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
175.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM1W16 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
1.18 |
| Time value: |
1.75 |
| Break-even: |
204.30 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
4.19 |
| Rho: |
0.28 |
Quote data
| Open: |
2.580 |
| High: |
2.910 |
| Low: |
2.510 |
| Previous Close: |
2.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.38% |
| 1 Month |
|
|
+32.88% |
| 3 Months |
|
|
+59.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
2.520 |
| 1M High / 1M Low: |
3.090 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
