UBS Call 176 CHV 20.12.2024
/ CH1251047077
UBS Call 176 CHV 20.12.2024/ CH1251047077 /
| 6/28/2024 9:59:56 PM |
Chg.+0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.232EUR |
+3.11% |
-
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: |
50.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-3.00 |
| Time value: |
0.29 |
| Break-even: |
178.90 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
10.40 |
| Rho: |
0.13 |
Quote data
| Open: |
0.218 |
| High: |
0.300 |
| Low: |
0.213 |
| Previous Close: |
0.225 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.13% |
| 1 Month |
|
|
-22.67% |
| 3 Months |
|
|
-53.60% |
| YTD |
|
|
-52.65% |
| 1 Year |
|
|
-78.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.213 |
| 1M High / 1M Low: |
0.450 |
0.163 |
| 6M High / 6M Low: |
0.760 |
0.163 |
| High (YTD): |
4/26/2024 |
0.760 |
| Low (YTD): |
6/19/2024 |
0.163 |
| 52W High: |
9/27/2023 |
1.750 |
| 52W Low: |
6/19/2024 |
0.163 |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.742 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
355.41% |
| Volatility 6M: |
|
200.79% |
| Volatility 1Y: |
|
169.04% |
| Volatility 3Y: |
|
- |
