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UBS Call 164 CHV 20.09.2024/  CH1272026498  /

EUWAX
2024-06-28  9:19:38 AM Chg.+0.052 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.260EUR +25.00% -
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: 47.10
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.80
Time value: 0.31
Break-even: 167.10
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.81
Spread abs.: 0.06
Spread %: 24.00%
Delta: 0.26
Theta: -0.05
Omega: 12.07
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.208
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -40.91%
3 Months
  -50.94%
YTD
  -58.06%
1 Year
  -80.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.208
1M High / 1M Low: 0.550 0.177
6M High / 6M Low: 0.920 0.177
High (YTD): 2024-04-29 0.920
Low (YTD): 2024-06-17 0.177
52W High: 2023-09-27 2.070
52W Low: 2024-06-17 0.177
Avg. price 1W:   0.267
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   409.44%
Volatility 6M:   228.31%
Volatility 1Y:   190.10%
Volatility 3Y:   -