OverviewChartNewsTraderScreen

UBS Call 180 CHV 20.12.2024/  CH1251047093  /

UBS Investment Bank
09/07/2024  16:11:52 Chg.+0.028 Bid16:11:52 Ask16:11:52 Underlying Strike price Expiration date Option type
0.107EUR +35.44% 0.107
Bid Size: 20,000		 0.176
Ask Size: 20,000		 CHEVRON CORP. D... 180.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.48
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -3.75
Time value: 0.22
Break-even: 182.21
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.73
Spread abs.: 0.14
Spread %: 179.75%
Delta: 0.16
Theta: -0.02
Omega: 10.38
Rho: 0.09
 

Quote data

Open: 0.001
High: 0.108
Low: 0.001
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.97%
1 Month
  -50.92%
3 Months
  -79.02%
YTD
  -73.90%
1 Year
  -87.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.155 0.075
1M High / 1M Low: 0.239 0.075
6M High / 6M Low: 0.620 0.075
High (YTD): 29/04/2024 0.620
Low (YTD): 05/07/2024 0.075
52W High: 27/09/2023 1.580
52W Low: 05/07/2024 0.075
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.619
Avg. volume 1Y:   0.000
Volatility 1M:   463.07%
Volatility 6M:   244.11%
Volatility 1Y:   197.84%
Volatility 3Y:   -