UBS Call 172 CMC 21.06.2024
/ CH1326169583
UBS Call 172 CMC 21.06.2024/ CH1326169583 /
| 2024-05-02 9:23:16 AM |
Chg.-0.06 |
Bid4:18:19 PM |
Ask4:18:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-2.75% |
1.99
Bid Size: 50,000 |
2.00
Ask Size: 50,000 |
JPMORGAN CHASE ... |
172.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM15TW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.15 |
| Parity: |
0.70 |
| Time value: |
1.39 |
| Break-even: |
192.90 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.62 |
| Theta: |
-0.17 |
| Omega: |
5.32 |
| Rho: |
0.12 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
-23.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.07 |
| 1M High / 1M Low: |
2.77 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
