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UBS Call 176 CHV 20.12.2024/  CH1251047077  /

UBS Investment Bank
10/07/2024  21:46:12 Chg.+0.022 Bid21:46:12 Ask21:46:12 Underlying Strike price Expiration date Option type
0.168EUR +15.07% 0.168
Bid Size: 20,000		 0.236
Ask Size: 20,000		 CHEVRON CORP. D... 176.00 - 20/12/2024 Call
 

Master data

WKN: UL12TM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 176.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -3.45
Time value: 0.21
Break-even: 178.14
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.68
Spread abs.: 0.07
Spread %: 46.58%
Delta: 0.16
Theta: -0.02
Omega: 10.86
Rho: 0.09
 

Quote data

Open: 0.119
High: 0.171
Low: 0.118
Previous Close: 0.146
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -44.00%
3 Months
  -74.93%
YTD
  -65.71%
1 Year
  -83.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.208 0.128
1M High / 1M Low: 0.320 0.128
6M High / 6M Low: 0.760 0.128
High (YTD): 26/04/2024 0.760
Low (YTD): 05/07/2024 0.128
52W High: 27/09/2023 1.750
52W Low: 05/07/2024 0.128
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.717
Avg. volume 1Y:   0.000
Volatility 1M:   354.56%
Volatility 6M:   207.21%
Volatility 1Y:   174.20%
Volatility 3Y:   -