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UBS Call 164 CHV 20.09.2024/  CH1272026498  /

EUWAX
18/07/2024  09:23:25 Chg.+0.231 Bid11:15:42 Ask11:15:42 Underlying Strike price Expiration date Option type
0.440EUR +110.53% 0.400
Bid Size: 10,000		 0.440
Ask Size: 10,000		 CHEVRON CORP. D... 164.00 - 20/09/2024 Call
 

Master data

WKN: UL6MW3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 164.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -1.66
Time value: 0.40
Break-even: 168.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.29
Theta: -0.07
Omega: 10.76
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.209
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+161.90%
1 Month  
+132.80%
3 Months
  -20.00%
YTD
  -29.03%
1 Year
  -62.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.223 0.168
1M High / 1M Low: 0.370 0.030
6M High / 6M Low: 0.920 0.030
High (YTD): 29/04/2024 0.920
Low (YTD): 08/07/2024 0.030
52W High: 27/09/2023 2.070
52W Low: 08/07/2024 0.030
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.840
Avg. volume 1Y:   0.000
Volatility 1M:   1,420.12%
Volatility 6M:   598.67%
Volatility 1Y:   433.53%
Volatility 3Y:   -