UBS Call 202 CMC 21.06.2024
/ CH1329476043
UBS Call 202 CMC 21.06.2024/ CH1329476043 /
| 2024-05-02 9:03:38 AM |
Chg.-0.031 |
Bid4:13:39 PM |
Ask4:13:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.188EUR |
-14.16% |
0.185
Bid Size: 50,000 |
0.195
Ask Size: 50,000 |
JPMORGAN CHASE ... |
202.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM3BT2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
-2.30 |
| Time value: |
0.22 |
| Break-even: |
204.20 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.19 |
| Theta: |
-0.06 |
| Omega: |
15.56 |
| Rho: |
0.04 |
Quote data
| Open: |
0.188 |
| High: |
0.188 |
| Low: |
0.188 |
| Previous Close: |
0.219 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
-72.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.239 |
0.212 |
| 1M High / 1M Low: |
0.680 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
779.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
