UBS Call 180 CMC 21.03.2025
/ CH1326162067
UBS Call 180 CMC 21.03.2025/ CH1326162067 /
| 2024-05-16 9:37:54 AM |
Chg.- |
Bid8:34:44 AM |
Ask8:34:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
- |
3.12
Bid Size: 10,000 |
3.17
Ask Size: 10,000 |
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: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
2.57 |
| Break-even: |
211.30 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
1.95% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
3.79 |
| Rho: |
0.74 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.64% |
| 1 Month |
|
|
+69.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.80 |
| 1M High / 1M Low: |
3.07 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
