UBS Call 204 CMC 21.06.2024
/ CH1329494616
UBS Call 204 CMC 21.06.2024/ CH1329494616 /
| 2024-06-03 11:11:05 AM |
Chg.+0.096 |
Bid2024-06-03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+55.17% |
0.270
Bid Size: 5,000 |
-
Ask Size: - |
JPMORGAN CHASE ... |
204.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM23ED |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
204.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
-1.73 |
| Time value: |
0.17 |
| Break-even: |
205.74 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
6.16 |
| Spread abs.: |
-0.13 |
| Spread %: |
-42.00% |
| Delta: |
0.19 |
| Theta: |
-0.13 |
| Omega: |
20.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+162.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.139 |
| 1M High / 1M Low: |
0.490 |
0.103 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
513.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
