UBS Call 156 CHV 20.09.2024
/ CH1272026456
UBS Call 156 CHV 20.09.2024/ CH1272026456 /
| 02/08/2024 21:56:54 |
Chg.-0.161 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.179EUR |
-47.35% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
156.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
-1.45 |
| Time value: |
0.36 |
| Break-even: |
159.60 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.29 |
| Theta: |
-0.08 |
| Omega: |
11.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.380 |
| Low: |
0.150 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.14% |
| 1 Month |
|
|
-69.14% |
| 3 Months |
|
|
-83.11% |
| YTD |
|
|
-80.33% |
| 1 Year |
|
|
-90.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.340 |
| 1M High / 1M Low: |
0.870 |
0.340 |
| 6M High / 6M Low: |
1.440 |
0.340 |
| High (YTD): |
29/04/2024 |
1.440 |
| Low (YTD): |
01/08/2024 |
0.340 |
| 52W High: |
27/09/2023 |
2.590 |
| 52W Low: |
01/08/2024 |
0.340 |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.141 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
361.73% |
| Volatility 6M: |
|
213.94% |
| Volatility 1Y: |
|
177.23% |
| Volatility 3Y: |
|
- |
