UBS Call 172 CMC 21.03.2025
/ CH1326155699
UBS Call 172 CMC 21.03.2025/ CH1326155699 /
| 2024-05-31 9:56:45 PM |
Chg.+0.290 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
+8.58% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
172.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM11QV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
1.48 |
| Time value: |
2.24 |
| Break-even: |
209.20 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
1.64% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
3.45 |
| Rho: |
0.73 |
Quote data
| Open: |
3.390 |
| High: |
3.670 |
| Low: |
3.290 |
| Previous Close: |
3.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.46% |
| 1 Month |
|
|
+22.33% |
| 3 Months |
|
|
+41.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
3.300 |
| 1M High / 1M Low: |
3.850 |
2.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
