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UBS Call 170 CHV 20.12.2024/  CH1251047036  /

UBS Investment Bank
7/9/2024  11:09:45 AM Chg.+0.025 Bid11:09:45 AM Ask11:09:45 AM Underlying Strike price Expiration date Option type
0.270EUR +10.20% 0.270
Bid Size: 10,000		 0.360
Ask Size: 10,000		 CHEVRON CORP. D... 170.00 - 12/20/2024 Call
 

Master data

WKN: UL1QNE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.54
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -2.75
Time value: 0.39
Break-even: 173.90
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.56
Spread abs.: 0.14
Spread %: 58.54%
Delta: 0.25
Theta: -0.03
Omega: 9.06
Rho: 0.14
 

Quote data

Open: 0.157
High: 0.270
Low: 0.153
Previous Close: 0.245
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -37.21%
3 Months
  -67.07%
YTD
  -57.81%
1 Year
  -77.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.240
1M High / 1M Low: 0.480 0.240
6M High / 6M Low: 0.990 0.240
High (YTD): 4/29/2024 0.990
Low (YTD): 7/5/2024 0.240
52W High: 9/27/2023 2.040
52W Low: 7/5/2024 0.240
Avg. price 1W:   0.303
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   0.897
Avg. volume 1Y:   0.000
Volatility 1M:   267.02%
Volatility 6M:   176.14%
Volatility 1Y:   152.76%
Volatility 3Y:   -