UBS Call 194 CMC 20.12.2024
/ CH1326175804
UBS Call 194 CMC 20.12.2024/ CH1326175804 /
| 2024-06-06 4:52:45 PM |
Chg.+0.010 |
Bid4:52:45 PM |
Ask4:52:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+0.68% |
1.480
Bid Size: 50,000 |
1.490
Ask Size: 50,000 |
JPMORGAN CHASE ... |
194.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM1Y7A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
194.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
-1.26 |
| Time value: |
1.53 |
| Break-even: |
209.30 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
4.08% |
| Delta: |
0.48 |
| Theta: |
-0.06 |
| Omega: |
5.70 |
| Rho: |
0.39 |
Quote data
| Open: |
1.460 |
| High: |
1.520 |
| Low: |
1.460 |
| Previous Close: |
1.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.64% |
| 1 Month |
|
|
+14.73% |
| 3 Months |
|
|
+9.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.470 |
| 1M High / 1M Low: |
2.020 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
