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UBS Call 162 CHV 20.12.2024/  CH1251046988  /

UBS Investment Bank
2024-08-02  9:47:17 PM Chg.-0.150 Bid9:47:17 PM Ask9:47:17 PM Underlying Strike price Expiration date Option type
0.330EUR -31.25% 0.330
Bid Size: 20,000		 0.400
Ask Size: 20,000		 CHEVRON CORP. D... 162.00 - 2024-12-20 Call
 

Master data

WKN: UL1XAW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 162.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.30
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -2.05
Time value: 0.50
Break-even: 167.00
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.31
Theta: -0.04
Omega: 8.66
Rho: 0.15
 

Quote data

Open: 0.470
High: 0.510
Low: 0.300
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -47.62%
3 Months
  -67.65%
YTD
  -62.50%
1 Year
  -81.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.480
1M High / 1M Low: 0.880 0.460
6M High / 6M Low: 1.380 0.460
High (YTD): 2024-04-29 1.380
Low (YTD): 2024-07-09 0.460
52W High: 2023-09-27 2.460
52W Low: 2024-07-09 0.460
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   1.121
Avg. volume 1Y:   0.000
Volatility 1M:   267.82%
Volatility 6M:   173.13%
Volatility 1Y:   149.45%
Volatility 3Y:   -