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UBS Call 180 CHV 20.12.2024/  CH1251047093  /

UBS Investment Bank
26/09/2024  21:24:37 Chg.-0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.005EUR -28.57% -
Bid Size: -		 -
Ask Size: -		 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: 184.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -5.06
Time value: 0.07
Break-even: 180.70
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 3.20
Spread abs.: 0.06
Spread %: 900.00%
Delta: 0.07
Theta: -0.02
Omega: 12.25
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.008
Low: 0.001
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -80.77%
3 Months
  -96.84%
YTD
  -98.78%
1 Year
  -99.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: 0.030 0.001
6M High / 6M Low: 0.620 0.001
High (YTD): 29/04/2024 0.620
Low (YTD): 18/09/2024 0.001
52W High: 27/09/2023 1.580
52W Low: 18/09/2024 0.001
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   5,556.10%
Volatility 6M:   2,359.11%
Volatility 1Y:   1,679.28%
Volatility 3Y:   -