OverviewChartNewsTraderScreen

UBS Call 156 CHV 20.09.2024/  CH1272026456  /

Frankfurt Zert./UBS
2024-08-08  7:41:20 PM Chg.-0.003 Bid9:56:59 PM Ask9:56:59 PM Underlying Strike price Expiration date Option type
0.056EUR -5.08% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 156.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -2.57
Time value: 0.11
Break-even: 157.12
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 3.89
Spread abs.: 0.07
Spread %: 154.55%
Delta: 0.13
Theta: -0.05
Omega: 14.75
Rho: 0.02
 

Quote data

Open: 0.031
High: 0.057
Low: 0.031
Previous Close: 0.059
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -65.22%
1 Month
  -86.67%
3 Months
  -95.37%
YTD
  -93.78%
1 Year
  -96.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.056
1M High / 1M Low: 0.940 0.056
6M High / 6M Low: 1.450 0.056
High (YTD): 2024-04-29 1.450
Low (YTD): 2024-08-08 0.056
52W High: 2023-09-27 2.530
52W Low: 2024-08-08 0.056
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   0.000
Volatility 1M:   439.32%
Volatility 6M:   240.23%
Volatility 1Y:   194.89%
Volatility 3Y:   -