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UBS Call 156 CHV 20.12.2024/  CH1252601153  /

UBS Investment Bank
2024-07-31  7:36:39 PM Chg.+0.010 Bid7:36:39 PM Ask7:36:39 PM Underlying Strike price Expiration date Option type
1.060EUR +0.95% 1.060
Bid Size: 20,000		 1.080
Ask Size: 20,000		 CHEVRON CORP. D... 156.00 - 2024-12-20 Call
 

Master data

WKN: UL2J1F
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 156.00 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.79
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -0.85
Time value: 1.07
Break-even: 166.70
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 1.90%
Delta: 0.47
Theta: -0.05
Omega: 6.51
Rho: 0.23
 

Quote data

Open: 1.090
High: 1.150
Low: 1.050
Previous Close: 1.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month  
+17.78%
3 Months
  -24.82%
YTD
  -4.50%
1 Year
  -51.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.800
1M High / 1M Low: 1.200 0.690
6M High / 6M Low: 1.720 0.690
High (YTD): 2024-04-29 1.720
Low (YTD): 2024-07-09 0.690
52W High: 2023-09-27 2.810
52W Low: 2024-07-09 0.690
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   1.130
Avg. volume 6M:   0.000
Avg. price 1Y:   1.393
Avg. volume 1Y:   0.000
Volatility 1M:   203.88%
Volatility 6M:   146.04%
Volatility 1Y:   130.44%
Volatility 3Y:   -