UBS Call 176 CMC 21.03.2025/  CH1326162042  /

EUWAX
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:   -