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UBS Call 154 CHV 20.12.2024/  CH1252601138  /

EUWAX
06/09/2024  08:55:59 Chg.-0.035 Bid22:00:21 Ask22:00:21 Underlying Strike price Expiration date Option type
0.215EUR -14.00% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 154.00 - 20/12/2024 Call
 

Master data

WKN: UL2DA7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 154.00 -
Maturity: 20/12/2024
Issue date: 23/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.90
Time value: 0.22
Break-even: 156.24
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.19
Spread abs.: 0.07
Spread %: 44.52%
Delta: 0.18
Theta: -0.03
Omega: 10.17
Rho: 0.06
 

Quote data

Open: 0.215
High: 0.215
Low: 0.215
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.56%
1 Month
  -47.56%
3 Months
  -79.13%
YTD
  -81.93%
1 Year
  -91.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.215
1M High / 1M Low: 0.440 0.215
6M High / 6M Low: 1.800 0.215
High (YTD): 29/04/2024 1.800
Low (YTD): 06/09/2024 0.215
52W High: 27/09/2023 2.900
52W Low: 06/09/2024 0.215
Avg. price 1W:   0.319
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   1.045
Avg. volume 6M:   0.000
Avg. price 1Y:   1.268
Avg. volume 1Y:   0.000
Volatility 1M:   178.39%
Volatility 6M:   177.92%
Volatility 1Y:   151.06%
Volatility 3Y:   -