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UBS Call 156 CHV 20.09.2024/  CH1272026456  /

UBS Investment Bank
7/9/2024  3:48:10 PM Chg.0.000 Bid3:48:10 PM Ask3:48:10 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% 0.390
Bid Size: 20,000		 0.460
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: 26.39
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.35
Time value: 0.54
Break-even: 161.40
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.86
Spread abs.: 0.15
Spread %: 38.46%
Delta: 0.35
Theta: -0.07
Omega: 9.25
Rho: 0.09
 

Quote data

Open: 0.310
High: 0.420
Low: 0.300
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.76%
1 Month
  -41.79%
3 Months
  -67.50%
YTD
  -57.14%
1 Year
  -75.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.390
1M High / 1M Low: 0.780 0.390
6M High / 6M Low: 1.440 0.390
High (YTD): 4/29/2024 1.440
Low (YTD): 7/8/2024 0.390
52W High: 9/27/2023 2.590
52W Low: 7/8/2024 0.390
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.865
Avg. volume 6M:   0.000
Avg. price 1Y:   1.222
Avg. volume 1Y:   0.000
Volatility 1M:   263.68%
Volatility 6M:   176.68%
Volatility 1Y:   151.54%
Volatility 3Y:   -