UBS Knock-Out CMC/ DE000UM3TCY9 /
| 2024-05-31 9:56:47 PM | Chg.-0.380 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.720EUR | -4.18% | - Bid Size: - |
- Ask Size: - |
JPMORGAN CHASE ... | 297.0241 - | 2078-12-31 | Put |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM3TCY |
| Currency: | EUR |
| Underlying: | JPMORGAN CHASE DL 1 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 297.0241 - |
| Maturity: | Endless |
| Issue date: | 2024-03-25 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | -2.14 |
| Knock-out: | 297.0241 |
| Knock-out violated on: | - |
| Distance to knock-out: | -110.2425 |
| Distance to knock-out %: | -59.02% |
| Distance to strike price: | -110.2425 |
| Distance to strike price %: | -59.02% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.12 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.11% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 9.080 |
|---|---|
| High: | 9.140 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.57% | ||
|---|---|---|---|
| 1 Month | -12.01% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.220 | 8.720 |
|---|---|---|
| 1M High / 1M Low: | 9.960 | 8.550 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.974 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.197 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
