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UBS Call 184 CHV 20.12.2024/  CH1251052556  /

UBS Investment Bank
10/07/2024  12:11:42 Chg.-0.009 Bid12:11:42 Ask12:11:42 Underlying Strike price Expiration date Option type
0.053EUR -14.52% 0.053
Bid Size: 10,000		 0.140
Ask Size: 10,000		 CHEVRON CORP. D... 184.00 - 20/12/2024 Call
 

Master data

WKN: UL1XAV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 184.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 108.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -4.25
Time value: 0.13
Break-even: 185.30
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.83
Spread abs.: 0.07
Spread %: 109.68%
Delta: 0.11
Theta: -0.02
Omega: 11.96
Rho: 0.06
 

Quote data

Open: 0.039
High: 0.054
Low: 0.038
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.35%
1 Month
  -69.01%
3 Months
  -88.48%
YTD
  -83.94%
1 Year
  -93.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.035
1M High / 1M Low: 0.173 0.035
6M High / 6M Low: 0.510 0.035
High (YTD): 29/04/2024 0.510
Low (YTD): 05/07/2024 0.035
52W High: 27/09/2023 1.420
52W Low: 05/07/2024 0.035
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   648.24%
Volatility 6M:   311.27%
Volatility 1Y:   241.59%
Volatility 3Y:   -