Nietzsche seemed to have considered Jesus and Socrates examples of the übermensch, in the sense of someone whose moral values are radically different from those of his contemporaries. Were their (ethical) teachings really that radically different?

This is tangential to your question, but it is at best misleading (and in fact I think flatly wrong) to say that Nietzsche considered either Jesus or Socrates to be ubermensch.

You are right to identify a commonality that they have with the ubermensch; they are able to throw off the pre-existing morality of their cultures and substitute it with a one of their own making. (Of course, everything here is intended as representing Nietzsche's perspective on the matter.) However, the ubermensch will be one who overcomes "slave morality". Jesus and Socrates are the architects of slave morality. They suffered the same sickness and degeneracy that the rest of their societies suffered; but they were able to construct moralities that made their very sicknesses into strength. Nietzsche respects this the way you might respect the cunning of a movie villain.

E.g., Jesus had no political or military power, and successfully sold a worldview in which "true" power was held by "the poor, the weak in spirit" and resided in "heaven" rather than on earth (in the form of militaries, political bodies, etc.) Socrates' message was similar, but in Twilight of the Idols Nietzsche condemns Socrates more specifically for the tyranny of Reason that Socrates supports. Rational argumentation is the last weapon of the weak who otherwise have no strength to impose their will upon the world (the powerful do not persuade, they command); and yet Socrates sold Athens a new worldview in which "true" strength was skill in rational argumentation.

So both of these moralities are, we might say, "sour grapes" by the sick and the weak, who are unable to be truly great and powerful and therefore manage to convince themselves and others that their weakness is the REAL greatness and power. The ubermensch is categorically different from this, in that the ubermensch is able to cast aside moralities that exist to serve and perpetuate weakness.