UBS Call 196 CMC 20.09.2024
/ CH1326169906
UBS Call 196 CMC 20.09.2024/ CH1326169906 /
| 2024-05-31 9:56:47 PM |
Chg.+0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+21.62% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
196.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM13J8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
196.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
-0.92 |
| Time value: |
1.36 |
| Break-even: |
209.60 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.48 |
| Theta: |
-0.08 |
| Omega: |
6.57 |
| Rho: |
0.23 |
Quote data
| Open: |
1.090 |
| High: |
1.350 |
| Low: |
1.050 |
| Previous Close: |
1.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+84.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.050 |
| 1M High / 1M Low: |
1.520 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
