UBS Call 166 CHV 20.09.2024
/ CH1272026514
UBS Call 166 CHV 20.09.2024/ CH1272026514 /
| 8/16/2024 8:14:35 AM |
Chg.0.000 |
Bid12:21:25 PM |
Ask12:21:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
166.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL55VV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
179.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.18 |
| Parity: |
-4.03 |
| Time value: |
0.07 |
| Break-even: |
166.70 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
6,900.00% |
| Delta: |
0.07 |
| Theta: |
-0.23 |
| Omega: |
13.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-99.46% |
| YTD |
|
|
-99.82% |
| 1 Year |
|
|
-99.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.004 |
0.001 |
| 6M High / 6M Low: |
0.880 |
0.001 |
| High (YTD): |
4/29/2024 |
0.880 |
| Low (YTD): |
8/16/2024 |
0.001 |
| 52W High: |
9/27/2023 |
1.960 |
| 52W Low: |
8/16/2024 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.604 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
684.65% |
| Volatility 6M: |
|
992.63% |
| Volatility 1Y: |
|
685.84% |
| Volatility 3Y: |
|
- |
