UBS Call 176 CHV 17.01.2025
/ DE000UM33TS1
UBS Call 176 CHV 17.01.2025/ DE000UM33TS1 /
08/07/2024 08:43:57 |
Chg.-0.094 |
Bid13:48:13 |
Ask13:48:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-54.97% |
0.125 Bid Size: 10,000 |
0.360 Ask Size: 10,000 |
CHEVRON CORP. D... |
176.00 - |
17/01/2025 |
Call |
Master data
WKN: |
UM33TS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
176.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-3.35 |
Time value: |
0.32 |
Break-even: |
179.20 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.14 |
Spread %: |
77.78% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
9.30 |
Rho: |
0.14 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.171 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-73.45% |
1 Month |
|
|
-75.16% |
3 Months |
|
|
-88.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.162 |
1M High / 1M Low: |
0.340 |
0.162 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |