UBS Call 154 CHV 20.09.2024
/ CH1272026431
UBS Call 154 CHV 20.09.2024/ CH1272026431 /
| 02/08/2024 21:56:56 |
Chg.-0.184 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.236EUR |
-43.81% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
154.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-1.79 |
| Time value: |
0.30 |
| Break-even: |
157.00 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.06 |
| Spread %: |
27.12% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
11.42 |
| Rho: |
0.04 |
Quote data
| Open: |
0.420 |
| High: |
0.460 |
| Low: |
0.201 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.29% |
| 1 Month |
|
|
-63.13% |
| 3 Months |
|
|
-78.15% |
| YTD |
|
|
-76.16% |
| 1 Year |
|
|
-87.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.236 |
| 1M High / 1M Low: |
1.000 |
0.236 |
| 6M High / 6M Low: |
1.570 |
0.236 |
| High (YTD): |
29/04/2024 |
1.570 |
| Low (YTD): |
02/08/2024 |
0.236 |
| 52W High: |
27/09/2023 |
2.720 |
| 52W Low: |
02/08/2024 |
0.236 |
| Avg. price 1W: |
|
0.583 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.234 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
369.97% |
| Volatility 6M: |
|
209.81% |
| Volatility 1Y: |
|
173.72% |
| Volatility 3Y: |
|
- |
