UBS Call 204 CMC 16.01.2026
/ CH1329506948
UBS Call 204 CMC 16.01.2026/ CH1329506948 /
| 11/12/2024 9:30:21 AM |
Chg.-0.060 |
Bid9:31:05 AM |
Ask9:31:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.700EUR |
-1.26% |
4.700
Bid Size: 1,000 |
4.800
Ask Size: 1,000 |
JPMORGAN CHASE ... |
204.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2Y36 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
204.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
3/8/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.72 |
| Time value: |
2.86 |
| Break-even: |
249.80 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
0.88% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.33 |
| Rho: |
1.26 |
Quote data
| Open: |
4.710 |
| High: |
4.710 |
| Low: |
4.700 |
| Previous Close: |
4.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.05% |
| 1 Month |
|
|
+34.67% |
| 3 Months |
|
|
+83.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.240 |
3.380 |
| 1M High / 1M Low: |
5.240 |
3.340 |
| 6M High / 6M Low: |
5.240 |
1.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.806 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.13% |
| Volatility 6M: |
|
128.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
