UBS Call 154 CHV 20.09.2024
/ CH1272026431
UBS Call 154 CHV 20.09.2024/ CH1272026431 /
2024-08-02 3:50:27 PM |
Chg.-0.560 |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-68.29% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
154.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6HGB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
154.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
-1.25 |
Time value: |
0.44 |
Break-even: |
158.40 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.33 |
Theta: |
-0.09 |
Omega: |
10.64 |
Rho: |
0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.76% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-76.58% |
YTD |
|
|
-73.47% |
1 Year |
|
|
-86.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.590 |
1M High / 1M Low: |
1.000 |
0.380 |
6M High / 6M Low: |
1.520 |
0.380 |
High (YTD): |
2024-04-29 |
1.520 |
Low (YTD): |
2024-07-08 |
0.380 |
52W High: |
2023-09-27 |
2.660 |
52W Low: |
2024-07-08 |
0.380 |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.930 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.228 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
366.60% |
Volatility 6M: |
|
216.62% |
Volatility 1Y: |
|
176.94% |
Volatility 3Y: |
|
- |