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UBS Call 166 CHV 20.09.2024/  CH1272026514  /

EUWAX
16/07/2024  09:27:44 Chg.+0.016 Bid16:52:42 Ask16:52:42 Underlying Strike price Expiration date Option type
0.170EUR +10.39% 0.198
Bid Size: 20,000		 0.216
Ask Size: 20,000		 CHEVRON CORP. D... 166.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -2.10
Time value: 0.23
Break-even: 168.30
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 8.49%
Delta: 0.21
Theta: -0.05
Omega: 13.09
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.154
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.88%
1 Month  
+22.30%
3 Months
  -69.64%
YTD
  -69.64%
1 Year
  -84.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.073
1M High / 1M Low: 0.290 0.041
6M High / 6M Low: 0.820 0.041
High (YTD): 29/04/2024 0.820
Low (YTD): 08/07/2024 0.041
52W High: 27/09/2023 1.960
52W Low: 08/07/2024 0.041
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.776
Avg. volume 1Y:   0.000
Volatility 1M:   779.96%
Volatility 6M:   360.81%
Volatility 1Y:   274.32%
Volatility 3Y:   -