UBS Call 180 CHV 20.12.2024
/ CH1251047093
UBS Call 180 CHV 20.12.2024/ CH1251047093 /
| 2024-07-17 7:46:42 PM |
Chg.+0.061 |
Bid7:46:42 PM |
Ask7:46:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.233EUR |
+35.47% |
0.233
Bid Size: 20,000 |
0.250
Ask Size: 20,000 |
CHEVRON CORP. D... |
180.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL17AY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-3.53 |
| Time value: |
0.19 |
| Break-even: |
181.91 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
11.05% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
11.50 |
| Rho: |
0.09 |
Quote data
| Open: |
0.141 |
| High: |
0.245 |
| Low: |
0.136 |
| Previous Close: |
0.172 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.23% |
| 1 Month |
|
|
+44.72% |
| 3 Months |
|
|
-43.17% |
| YTD |
|
|
-43.17% |
| 1 Year |
|
|
-71.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.130 |
| 1M High / 1M Low: |
0.239 |
0.075 |
| 6M High / 6M Low: |
0.620 |
0.075 |
| High (YTD): |
2024-04-29 |
0.620 |
| Low (YTD): |
2024-07-05 |
0.075 |
| 52W High: |
2023-09-27 |
1.580 |
| 52W Low: |
2024-07-05 |
0.075 |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.601 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
474.33% |
| Volatility 6M: |
|
252.28% |
| Volatility 1Y: |
|
202.67% |
| Volatility 3Y: |
|
- |
