UBS Call 164 CHV 20.12.2024
/ CH1251046996
UBS Call 164 CHV 20.12.2024/ CH1251046996 /
| 8/2/2024 9:56:34 PM |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-30.95% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
164.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1STK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-2.79 |
| Time value: |
0.36 |
| Break-even: |
167.60 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.07 |
| Spread %: |
24.14% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
8.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.260 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-43.14% |
| 3 Months |
|
|
-67.05% |
| YTD |
|
|
-64.63% |
| 1 Year |
|
|
-82.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.290 |
| 1M High / 1M Low: |
0.790 |
0.290 |
| 6M High / 6M Low: |
1.270 |
0.290 |
| High (YTD): |
4/29/2024 |
1.270 |
| Low (YTD): |
8/2/2024 |
0.290 |
| 52W High: |
9/27/2023 |
2.350 |
| 52W Low: |
8/2/2024 |
0.290 |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.037 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
299.08% |
| Volatility 6M: |
|
185.58% |
| Volatility 1Y: |
|
157.61% |
| Volatility 3Y: |
|
- |
