UBS Call 174 CMC 21.03.2025
/ CH1326155707
UBS Call 174 CMC 21.03.2025/ CH1326155707 /
| 2024-06-06 1:35:53 PM |
Chg.0.000 |
Bid1:35:53 PM |
Ask1:35:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
0.00% |
3.050
Bid Size: 5,000 |
3.100
Ask Size: 5,000 |
JPMORGAN CHASE ... |
174.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM1237 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
174.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
0.74 |
| Time value: |
2.37 |
| Break-even: |
205.10 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
1.97% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
3.77 |
| Rho: |
0.68 |
Quote data
| Open: |
3.040 |
| High: |
3.080 |
| Low: |
3.030 |
| Previous Close: |
3.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.86% |
| 1 Month |
|
|
+10.11% |
| 3 Months |
|
|
+10.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
3.050 |
| 1M High / 1M Low: |
3.710 |
2.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
