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UBS Call 165 CHV 20.09.2024/  CH1272026506  /

Frankfurt Zert./UBS
8/5/2024  7:32:07 PM Chg.-0.016 Bid9:56:50 PM Ask9:56:50 PM Underlying Strike price Expiration date Option type
0.006EUR -72.73% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 165.00 - 9/20/2024 Call
 

Master data

WKN: UL6L1L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 137.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -2.89
Time value: 0.10
Break-even: 165.99
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 3.82
Spread abs.: 0.07
Spread %: 230.00%
Delta: 0.11
Theta: -0.04
Omega: 15.18
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.010
Low: 0.006
Previous Close: 0.022
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -96.03%
1 Month
  -94.50%
3 Months
  -98.78%
YTD
  -98.98%
1 Year
  -99.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.022
1M High / 1M Low: 0.430 0.022
6M High / 6M Low: 0.930 0.022
High (YTD): 4/29/2024 0.930
Low (YTD): 8/2/2024 0.022
52W High: 9/27/2023 2.020
52W Low: 8/2/2024 0.022
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.756
Avg. volume 1Y:   0.000
Volatility 1M:   652.04%
Volatility 6M:   336.20%
Volatility 1Y:   261.23%
Volatility 3Y:   -