UBS Call 206 CMC 20.12.2024
/ CH1329500909
UBS Call 206 CMC 20.12.2024/ CH1329500909 /
| 11/12/2024 9:50:34 AM |
Chg.+0.12 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+3.86% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
206.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM3FWS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
206.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.21 |
| Parity: |
1.84 |
| Time value: |
1.42 |
| Break-even: |
238.60 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.28 |
| Omega: |
4.70 |
| Rho: |
0.13 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+82.49% |
| 3 Months |
|
|
+158.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
2.89 |
| 1M High / 1M Low: |
3.90 |
1.69 |
| 6M High / 6M Low: |
3.90 |
0.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.40% |
| Volatility 6M: |
|
222.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
