UBS Call 175 CMC 21.03.2025
/ CH1326155715
UBS Call 175 CMC 21.03.2025/ CH1326155715 /
| 2024-05-16 9:56:02 PM |
Chg.+0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.500EUR |
+2.64% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
175.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM1S2T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
1.06 |
| Time value: |
2.41 |
| Break-even: |
209.70 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
1.76% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
3.57 |
| Rho: |
0.75 |
Quote data
| Open: |
3.410 |
| High: |
3.590 |
| Low: |
3.370 |
| Previous Close: |
3.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.18% |
| 1 Month |
|
|
+68.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
3.120 |
| 1M High / 1M Low: |
3.410 |
2.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
