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UBS Call 190 CHV 20.09.2024/  CH1272031001  /

UBS Investment Bank
8/2/2024  3:32:50 PM Chg.0.000 Bid3:32:50 PM Ask3:32:50 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 20,000		 0.070
Ask Size: 20,000		 CHEVRON CORP. D... 190.00 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 202.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.18
Parity: -4.85
Time value: 0.07
Break-even: 190.70
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 8.24
Spread abs.: 0.07
Spread %: 6,900.00%
Delta: 0.07
Theta: -0.03
Omega: 13.44
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months
  -98.78%
YTD
  -99.21%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.164 0.001
High (YTD): 1/3/2024 0.210
Low (YTD): 8/1/2024 0.001
52W High: 9/27/2023 0.960
52W Low: 8/1/2024 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:   0.062
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   2,127.75%
Volatility 6M:   4,245.17%
Volatility 1Y:   2,998.58%
Volatility 3Y:   -