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UBS Call 154 CHV 20.09.2024/  CH1272026431  /

EUWAX
8/2/2024  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 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
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
  -61.19%
3 Months
  -76.99%
YTD
  -73.47%
1 Year
  -87.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.260
1M High / 1M Low: 1.000 0.260
6M High / 6M Low: 1.520 0.260
High (YTD): 4/29/2024 1.520
Low (YTD): 8/2/2024 0.260
52W High: 9/27/2023 2.660
52W Low: 8/2/2024 0.260
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   1.221
Avg. volume 1Y:   0.000
Volatility 1M:   439.34%
Volatility 6M:   236.37%
Volatility 1Y:   189.07%
Volatility 3Y:   -