UBS Call 168 CHV 20.09.2024
/ CH1272026522
UBS Call 168 CHV 20.09.2024/ CH1272026522 /
2024-08-02 9:56:50 PM |
Chg.-0.067 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-89.33% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
168.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL567V |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
168.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
176.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
-3.19 |
Time value: |
0.08 |
Break-even: |
168.77 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
4.12 |
Spread abs.: |
0.07 |
Spread %: |
862.50% |
Delta: |
0.09 |
Theta: |
-0.03 |
Omega: |
15.79 |
Rho: |
0.01 |
Quote data
Open: |
0.061 |
High: |
0.080 |
Low: |
0.002 |
Previous Close: |
0.075 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-94.52% |
1 Month |
|
|
-92.52% |
3 Months |
|
|
-98.18% |
YTD |
|
|
-98.43% |
1 Year |
|
|
-99.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.195 |
0.008 |
1M High / 1M Low: |
0.290 |
0.008 |
6M High / 6M Low: |
0.770 |
0.008 |
High (YTD): |
2024-04-29 |
0.770 |
Low (YTD): |
2024-08-02 |
0.008 |
52W High: |
2023-09-27 |
1.900 |
52W Low: |
2024-08-02 |
0.008 |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.372 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.666 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
661.80% |
Volatility 6M: |
|
374.09% |
Volatility 1Y: |
|
284.95% |
Volatility 3Y: |
|
- |