UBS Call 176 CMC 21.03.2025
/ CH1326162042
UBS Call 176 CMC 21.03.2025/ CH1326162042 /
| 7/29/2024 9:39:52 AM |
Chg.+0.22 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
+5.84% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
176.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM1U8Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
1.96 |
| Time value: |
2.07 |
| Break-even: |
216.30 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
3.41 |
| Rho: |
0.63 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+32.56% |
| 3 Months |
|
|
+41.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.99 |
3.68 |
| 1M High / 1M Low: |
4.36 |
3.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
