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UBS Call 164 CHV 20.09.2024/  CH1272026498  /

Frankfurt Zert./UBS
2024-08-02  7:41:24 PM Chg.-0.081 Bid9:56:56 PM Ask9:56:56 PM Underlying Strike price Expiration date Option type
0.037EUR -68.64% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 164.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -2.79
Time value: 0.11
Break-even: 165.09
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 3.33
Spread abs.: 0.07
Spread %: 172.50%
Delta: 0.12
Theta: -0.04
Omega: 14.91
Rho: 0.02
 

Quote data

Open: 0.116
High: 0.144
Low: 0.037
Previous Close: 0.118
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -86.79%
1 Month
  -83.41%
3 Months
  -93.02%
YTD
  -94.03%
1 Year
  -97.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.037
1M High / 1M Low: 0.480 0.037
6M High / 6M Low: 0.980 0.037
High (YTD): 2024-04-29 0.980
Low (YTD): 2024-08-02 0.037
52W High: 2023-09-27 2.070
52W Low: 2024-08-02 0.037
Avg. price 1W:   0.183
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.797
Avg. volume 1Y:   0.000
Volatility 1M:   616.62%
Volatility 6M:   320.93%
Volatility 1Y:   249.00%
Volatility 3Y:   -