UBS Call 172 CMC 21.06.2024
/ CH1326169583
UBS Call 172 CMC 21.06.2024/ CH1326169583 /
| 16/05/2024 09:38:13 |
Chg.- |
Bid09:41:34 |
Ask09:41:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
172.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UM15TW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.15 |
| Parity: |
1.43 |
| Time value: |
1.53 |
| Break-even: |
201.60 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.30 |
| Omega: |
4.19 |
| Rho: |
0.09 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.94% |
| 1 Month |
|
|
+130.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.51 |
| 1M High / 1M Low: |
2.86 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
