UBS Call 164 CHV 20.09.2024
/ CH1272026498
UBS Call 164 CHV 20.09.2024/ CH1272026498 /
8/16/2024 9:24:32 AM |
Chg.0.000 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
164.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
191.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.18 |
Parity: |
-3.02 |
Time value: |
0.07 |
Break-even: |
164.70 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
7.74 |
Spread abs.: |
0.07 |
Spread %: |
6,900.00% |
Delta: |
0.09 |
Theta: |
-0.04 |
Omega: |
16.47 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-99.52% |
3 Months |
|
|
-99.83% |
YTD |
|
|
-99.84% |
1 Year |
|
|
-99.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.001 |
1M High / 1M Low: |
0.440 |
0.001 |
6M High / 6M Low: |
0.920 |
0.001 |
High (YTD): |
4/29/2024 |
0.920 |
Low (YTD): |
8/16/2024 |
0.001 |
52W High: |
9/27/2023 |
2.070 |
52W Low: |
8/16/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.428 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.729 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,042.40% |
Volatility 6M: |
|
728.86% |
Volatility 1Y: |
|
523.68% |
Volatility 3Y: |
|
- |