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UBS Call 150 CHV 20.12.2024/  CH1258243885  /

Frankfurt Zert./UBS
8/2/2024  7:34:20 PM Chg.-0.250 Bid9:56:53 PM Ask9:56:53 PM Underlying Strike price Expiration date Option type
0.720EUR -25.77% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 150.00 - 12/20/2024 Call
 

Master data

WKN: UL2MFF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/20/2024
Issue date: 3/22/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.40
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -1.39
Time value: 0.83
Break-even: 158.30
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.49
Spread abs.: 0.07
Spread %: 9.21%
Delta: 0.41
Theta: -0.05
Omega: 6.69
Rho: 0.18
 

Quote data

Open: 0.970
High: 1.030
Low: 0.720
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.86%
1 Month
  -40.50%
3 Months
  -52.63%
YTD
  -47.06%
1 Year
  -70.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.720
1M High / 1M Low: 1.650 0.720
6M High / 6M Low: 2.130 0.720
High (YTD): 4/29/2024 2.130
Low (YTD): 8/2/2024 0.720
52W High: 9/27/2023 3.130
52W Low: 8/2/2024 0.720
Avg. price 1W:   1.114
Avg. volume 1W:   0.000
Avg. price 1M:   1.196
Avg. volume 1M:   0.000
Avg. price 6M:   1.450
Avg. volume 6M:   0.000
Avg. price 1Y:   1.682
Avg. volume 1Y:   0.000
Volatility 1M:   242.61%
Volatility 6M:   139.00%
Volatility 1Y:   124.57%
Volatility 3Y:   -