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UBS Call 172 CHV 20.09.2024/  CH1272026548  /

Frankfurt Zert./UBS
2024-07-09  7:28:06 PM Chg.+0.034 Bid7:42:59 PM Ask7:42:59 PM Underlying Strike price Expiration date Option type
0.037EUR +1133.33% 0.037
Bid Size: 20,000		 0.105
Ask Size: 20,000		 CHEVRON CORP. D... 172.00 - 2024-09-20 Call
 

Master data

WKN: UL6KPL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 172.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 96.28
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -2.95
Time value: 0.15
Break-even: 173.48
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.67
Spread abs.: 0.14
Spread %: 2,860.00%
Delta: 0.14
Theta: -0.04
Omega: 13.45
Rho: 0.04
 

Quote data

Open: 0.001
High: 0.042
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.14%
1 Month
  -78.61%
3 Months
  -91.96%
YTD
  -90.98%
1 Year
  -96.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.003
1M High / 1M Low: 0.180 0.003
6M High / 6M Low: 0.610 0.003
High (YTD): 2024-04-29 0.610
Low (YTD): 2024-07-08 0.003
52W High: 2023-09-27 1.650
52W Low: 2024-07-08 0.003
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.624
Avg. volume 1Y:   0.000
Volatility 1M:   918.30%
Volatility 6M:   405.22%
Volatility 1Y:   306.85%
Volatility 3Y:   -