UBS Call 178 CMC 21.06.2024
/ CH1326169625
UBS Call 178 CMC 21.06.2024/ CH1326169625 /
| 2024-05-02 6:10:58 PM |
Chg.-0.200 |
Bid6:10:58 PM |
Ask6:10:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-12.74% |
1.370
Bid Size: 50,000 |
1.380
Ask Size: 50,000 |
JPMORGAN CHASE ... |
178.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1U00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
178.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.15 |
| Parity: |
0.10 |
| Time value: |
1.48 |
| Break-even: |
193.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.56 |
| Theta: |
-0.16 |
| Omega: |
6.37 |
| Rho: |
0.12 |
Quote data
| Open: |
1.560 |
| High: |
1.690 |
| Low: |
1.370 |
| Previous Close: |
1.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.81% |
| 1 Month |
|
|
-37.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.570 |
| 1M High / 1M Low: |
2.240 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.675 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
