UBS Call 220 JPM 21.03.2025
/ DE000UM5LJX8
UBS Call 220 JPM 21.03.2025/ DE000UM5LJX8 /
| 2024-06-06 8:49:20 AM |
Chg.-0.080 |
Bid7:58:34 PM |
Ask7:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-9.64% |
0.740
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
JP Morgan Chase and ... |
220.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM5LJX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JP Morgan Chase and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-2.09 |
| Time value: |
0.81 |
| Break-even: |
210.42 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
8.37 |
| Rho: |
0.47 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.740 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
