UBS Call 186 CMC 21.06.2024
/ CH1326169674
UBS Call 186 CMC 21.06.2024/ CH1326169674 /
| 2024-05-02 7:38:30 PM |
Chg.-0.140 |
Bid9:52:35 PM |
Ask9:52:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-13.59% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
186.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM11CK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
186.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.15 |
| Parity: |
-0.70 |
| Time value: |
0.98 |
| Break-even: |
195.80 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.46 |
| Theta: |
-0.13 |
| Omega: |
8.38 |
| Rho: |
0.10 |
Quote data
| Open: |
0.960 |
| High: |
1.060 |
| Low: |
0.840 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.93% |
| 1 Month |
|
|
-43.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.890 |
| 1M High / 1M Low: |
1.630 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
