UBS Call 195 CMC 16.01.2026
/ CH1326168965
UBS Call 195 CMC 16.01.2026/ CH1326168965 /
2024-05-03 7:37:26 PM |
Chg.-0.110 |
Bid9:55:51 PM |
Ask9:55:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.340EUR |
-4.49% |
- Bid Size: - |
- Ask Size: - |
JPMORGAN CHASE ... |
195.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM14YJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JPMORGAN CHASE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-19 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
-1.80 |
Time value: |
2.36 |
Break-even: |
218.60 |
Moneyness: |
0.91 |
Premium: |
0.23 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.06 |
Spread %: |
2.61% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
4.05 |
Rho: |
1.23 |
Quote data
Open: |
2.420 |
High: |
2.510 |
Low: |
2.330 |
Previous Close: |
2.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.36% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.620 |
2.340 |
1M High / 1M Low: |
2.960 |
1.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.443 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |