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UBS Call 190 CHV 20.09.2024/  CH1272031001  /

UBS Investment Bank
2024-07-16  9:54:20 PM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.004EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 190.00 - 2024-09-20 Call
 

Master data

WKN: UL6C7Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 207.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -4.50
Time value: 0.07
Break-even: 190.70
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 3.55
Spread abs.: 0.07
Spread %: 1,650.00%
Delta: 0.07
Theta: -0.03
Omega: 14.34
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.004
Low: 0.001
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month
  -20.00%
3 Months
  -95.92%
YTD
  -96.85%
1 Year
  -99.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.164 0.001
High (YTD): 2024-01-03 0.210
Low (YTD): 2024-07-12 0.001
52W High: 2023-09-27 0.960
52W Low: 2024-07-12 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   3,597.73%
Volatility 6M:   4,198.39%
Volatility 1Y:   2,968.77%
Volatility 3Y:   -