UBS Call 165 CHV 20.12.2024
/ CH1251047002
UBS Call 165 CHV 20.12.2024/ CH1251047002 /
| 09/07/2024 21:55:44 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
165.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL17B9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-2.25 |
| Time value: |
0.52 |
| Break-even: |
170.20 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.14 |
| Spread %: |
36.84% |
| Delta: |
0.30 |
| Theta: |
-0.04 |
| Omega: |
8.31 |
| Rho: |
0.17 |
Quote data
| Open: |
0.290 |
| High: |
0.430 |
| Low: |
0.280 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.85% |
| 1 Month |
|
|
-37.29% |
| 3 Months |
|
|
-63.73% |
| YTD |
|
|
-52.56% |
| 1 Year |
|
|
-73.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.370 |
| 1M High / 1M Low: |
0.660 |
0.370 |
| 6M High / 6M Low: |
1.220 |
0.370 |
| High (YTD): |
29/04/2024 |
1.220 |
| Low (YTD): |
05/07/2024 |
0.370 |
| 52W High: |
27/09/2023 |
2.300 |
| 52W Low: |
05/07/2024 |
0.370 |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.072 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
240.61% |
| Volatility 6M: |
|
160.64% |
| Volatility 1Y: |
|
141.53% |
| Volatility 3Y: |
|
- |
