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UBS Call 164 CHV 20.09.2024/  CH1272026498  /

EUWAX
2024-07-17  9:29:26 AM Chg.-0.014 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.209EUR -6.28% -
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: 53.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -1.93
Time value: 0.27
Break-even: 166.70
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.21
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.23
Theta: -0.05
Omega: 12.46
Rho: 0.06
 

Quote data

Open: 0.209
High: 0.209
Low: 0.209
Previous Close: 0.223
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.40%
1 Month  
+10.58%
3 Months
  -62.00%
YTD
  -66.29%
1 Year
  -82.29%
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): 2024-04-29 0.920
Low (YTD): 2024-07-08 0.030
52W High: 2023-09-27 2.070
52W Low: 2024-07-08 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:   -