UBS Call 165 CHV 20.12.2024
/ CH1251047002
UBS Call 165 CHV 20.12.2024/ CH1251047002 /
7/9/2024 9:55:44 PM |
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 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
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): |
4/29/2024 |
1.220 |
Low (YTD): |
7/5/2024 |
0.370 |
52W High: |
9/27/2023 |
2.300 |
52W Low: |
7/5/2024 |
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: |
|
- |