UBS Call 180 CMC 21.03.2025
/ CH1326162067
UBS Call 180 CMC 21.03.2025/ CH1326162067 /
| 2024-06-06 2:32:41 PM |
Chg.-0.020 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-0.75% |
2.640
Bid Size: 5,000 |
2.690
Ask Size: 5,000 |
JPMORGAN CHASE ... |
180.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM1S35 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
0.14 |
| Time value: |
2.57 |
| Break-even: |
207.10 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
2.26% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
4.08 |
| Rho: |
0.66 |
Quote data
| Open: |
2.640 |
| High: |
2.660 |
| Low: |
2.640 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.38% |
| 1 Month |
|
|
+13.30% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.660 |
| 1M High / 1M Low: |
3.250 |
2.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
