UBS Call 200 CMC 21.06.2024
/ CH1329476035
UBS Call 200 CMC 21.06.2024/ CH1329476035 /
| 5/17/2024 9:56:45 PM |
Chg.+0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+15.63% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
200.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UM2W53 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.15 |
| Parity: |
-1.16 |
| Time value: |
0.75 |
| Break-even: |
207.50 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.39 |
| Theta: |
-0.17 |
| Omega: |
9.82 |
| Rho: |
0.06 |
Quote data
| Open: |
0.590 |
| High: |
0.760 |
| Low: |
0.560 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.44% |
| 1 Month |
|
|
+374.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.420 |
| 1M High / 1M Low: |
0.740 |
0.156 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
