UBS Call 174 CMC 16.01.2026
/ CH1326168833
UBS Call 174 CMC 16.01.2026/ CH1326168833 /
2024-06-07 7:25:21 PM |
Chg.+0.320 |
Bid9:56:57 PM |
Ask9:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.050EUR |
+8.58% |
- Bid Size: - |
- Ask Size: - |
JPMORGAN CHASE ... |
174.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM1ZFS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JPMORGAN CHASE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
174.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-19 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.33 |
Historic volatility: |
0.15 |
Parity: |
1.11 |
Time value: |
2.94 |
Break-even: |
214.50 |
Moneyness: |
1.06 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
1.50% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
3.16 |
Rho: |
1.41 |
Quote data
Open: |
3.750 |
High: |
4.050 |
Low: |
3.720 |
Previous Close: |
3.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.25% |
1 Month |
|
|
+3.58% |
3 Months |
|
|
+20.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.050 |
3.730 |
1M High / 1M Low: |
4.430 |
3.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |