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UBS Call 178 CHV 20.12.2024/  CH1251047085  /

Frankfurt Zert./UBS
2024-08-05  7:35:48 PM Chg.-0.017 Bid9:56:48 PM Ask9:56:48 PM Underlying Strike price Expiration date Option type
0.053EUR -24.29% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 178.00 - 2024-12-20 Call
 

Master data

WKN: UL1MB9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 178.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -4.19
Time value: 0.15
Break-even: 179.45
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.09
Spread abs.: 0.07
Spread %: 88.31%
Delta: 0.12
Theta: -0.02
Omega: 11.14
Rho: 0.06
 

Quote data

Open: 0.056
High: 0.056
Low: 0.041
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.07%
1 Month
  -44.79%
3 Months
  -86.05%
YTD
  -88.22%
1 Year
  -95.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.070
1M High / 1M Low: 0.350 0.070
6M High / 6M Low: 0.700 0.070
High (YTD): 2024-04-29 0.700
Low (YTD): 2024-08-02 0.070
52W High: 2023-09-27 1.630
52W Low: 2024-08-02 0.070
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   476.26%
Volatility 6M:   276.62%
Volatility 1Y:   224.25%
Volatility 3Y:   -