UBS Call 175 CMC 21.06.2024
/ CH1326169609
UBS Call 175 CMC 21.06.2024/ CH1326169609 /
2024-05-02 5:29:51 PM |
Chg.-0.190 |
Bid5:43:50 PM |
Ask5:43:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
-10.05% |
1.680 Bid Size: 50,000 |
1.690 Ask Size: 50,000 |
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: |
1.700 |
Previous Close: |
1.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.82% |
1 Month |
|
|
-29.46% |
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: |
|
- |