UBS Call 176 CHV 20.12.2024
/ CH1251047077
UBS Call 176 CHV 20.12.2024/ CH1251047077 /
9/10/2024 9:41:03 PM |
Chg.-0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
-33.33% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
176.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
211.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
-4.89 |
Time value: |
0.06 |
Break-even: |
176.60 |
Moneyness: |
0.72 |
Premium: |
0.39 |
Premium p.a.: |
2.28 |
Spread abs.: |
0.04 |
Spread %: |
185.71% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
12.94 |
Rho: |
0.02 |
Quote data
Open: |
0.001 |
High: |
0.018 |
Low: |
0.001 |
Previous Close: |
0.021 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.36% |
1 Month |
|
|
-65.85% |
3 Months |
|
|
-95.17% |
YTD |
|
|
-97.14% |
1 Year |
|
|
-98.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.001 |
1M High / 1M Low: |
0.066 |
0.001 |
6M High / 6M Low: |
0.760 |
0.001 |
High (YTD): |
4/26/2024 |
0.760 |
Low (YTD): |
9/6/2024 |
0.001 |
52W High: |
9/27/2023 |
1.750 |
52W Low: |
9/6/2024 |
0.001 |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.524 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
7,117.84% |
Volatility 6M: |
|
2,795.85% |
Volatility 1Y: |
|
1,979.65% |
Volatility 3Y: |
|
- |