UBS Call 175 CMC 21.06.2024
/ CH1326169609
UBS Call 175 CMC 21.06.2024/ CH1326169609 /
| 2024-05-02 7:34:29 PM |
Chg.-0.160 |
Bid9:56:34 PM |
Ask9:56:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
175.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM15U8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.15 |
| Parity: |
0.40 |
| Time value: |
1.43 |
| Break-even: |
193.30 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.59 |
| Theta: |
-0.16 |
| Omega: |
5.81 |
| Rho: |
0.12 |
Quote data
| Open: |
1.820 |
| High: |
1.930 |
| Low: |
1.620 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.28% |
| 1 Month |
|
|
-28.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.890 |
| 1M High / 1M Low: |
2.490 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.955 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
