UBS Call 210 CMC 20.12.2024
/ DE000UM24H96
UBS Call 210 CMC 20.12.2024/ DE000UM24H96 /
| 2024-11-12 9:56:58 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+1.38% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
210.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM24H9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.21 |
| Parity: |
1.44 |
| Time value: |
1.49 |
| Break-even: |
239.30 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.66 |
| Theta: |
-0.27 |
| Omega: |
5.04 |
| Rho: |
0.12 |
Quote data
| Open: |
2.850 |
| High: |
3.060 |
| Low: |
2.750 |
| Previous Close: |
2.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.65% |
| 1 Month |
|
|
+73.96% |
| 3 Months |
|
|
+182.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
1.480 |
| 1M High / 1M Low: |
3.690 |
1.360 |
| 6M High / 6M Low: |
3.690 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
556.20% |
| Volatility 6M: |
|
298.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
