UBS Call 164 CHV 20.09.2024
/ CH1272026498
UBS Call 164 CHV 20.09.2024/ CH1272026498 /
17/07/2024 09:29:26 |
Chg.- |
Bid08:54:43 |
Ask08:54:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.209EUR |
- |
0.420 Bid Size: 5,000 |
0.480 Ask Size: 5,000 |
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: |
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): |
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: |
|
- |