UBS Call 184 CMC 21.06.2024
/ CH1326169658
UBS Call 184 CMC 21.06.2024/ CH1326169658 /
| 2024-06-10 9:44:19 AM |
Chg.+0.24 |
Bid1:56:51 PM |
Ask1:56:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+19.51% |
1.48
Bid Size: 5,000 |
-
Ask Size: - |
JPMORGAN CHASE ... |
184.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1VU6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
184.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.16 |
| Parity: |
0.15 |
| Time value: |
1.39 |
| Break-even: |
199.40 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
9.99 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.56 |
| Theta: |
-0.67 |
| Omega: |
6.72 |
| Rho: |
0.03 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.67% |
| 1 Month |
|
|
+0.68% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.23 |
| 1M High / 1M Low: |
2.18 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
