UBS Call 204 CMC 21.06.2024
/ CH1329494616
UBS Call 204 CMC 21.06.2024/ CH1329494616 /
2024-06-07 7:27:08 PM |
Chg.+0.078 |
Bid7:27:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.139EUR |
+127.87% |
0.139 Bid Size: 50,000 |
- 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: |
296.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.15 |
Parity: |
-2.32 |
Time value: |
0.06 |
Break-even: |
204.61 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
24.21 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.09 |
Theta: |
-0.09 |
Omega: |
26.17 |
Rho: |
0.01 |
Quote data
Open: |
0.045 |
High: |
0.144 |
Low: |
0.027 |
Previous Close: |
0.061 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-53.67% |
1 Month |
|
|
+28.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.061 |
1M High / 1M Low: |
0.490 |
0.061 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
801.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |