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UBS Call 156 CHV 20.09.2024/  CH1272026456  /

UBS Investment Bank
8/9/2024  3:38:52 PM Chg.-0.009 Bid3:38:52 PM Ask3:38:52 PM Underlying Strike price Expiration date Option type
0.046EUR -16.36% 0.046
Bid Size: 20,000		 0.115
Ask Size: 20,000		 CHEVRON CORP. D... 156.00 - 9/20/2024 Call
 

Master data

WKN: UL6LSN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 156.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 107.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.19
Parity: -2.36
Time value: 0.12
Break-even: 157.23
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 3.46
Spread abs.: 0.07
Spread %: 123.64%
Delta: 0.14
Theta: -0.05
Omega: 15.01
Rho: 0.02
 

Quote data

Open: 0.066
High: 0.066
Low: 0.031
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.30%
1 Month
  -87.57%
3 Months
  -96.38%
YTD
  -94.95%
1 Year
  -97.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.179 0.044
1M High / 1M Low: 0.870 0.044
6M High / 6M Low: 1.440 0.044
High (YTD): 4/29/2024 1.440
Low (YTD): 8/7/2024 0.044
52W High: 9/27/2023 2.590
52W Low: 8/7/2024 0.044
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   1.107
Avg. volume 1Y:   0.000
Volatility 1M:   443.84%
Volatility 6M:   242.76%
Volatility 1Y:   195.52%
Volatility 3Y:   -