UBS Call 198 CHV 20.09.2024
/ CH1275771769
UBS Call 198 CHV 20.09.2024/ CH1275771769 /
| 2024-08-16 8:18:35 AM |
Chg.0.000 |
Bid12:21:23 PM |
Ask12:21:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
198.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL71TT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
198.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
178.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.18 |
| Parity: |
-7.30 |
| Time value: |
0.07 |
| Break-even: |
198.70 |
| Moneyness: |
0.63 |
| Premium: |
0.59 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
6,900.00% |
| Delta: |
0.05 |
| Theta: |
-0.17 |
| Omega: |
9.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-98.41% |
| 1 Year |
|
|
-99.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.001 |
0.001 |
| 6M High / 6M Low: |
0.085 |
0.001 |
| High (YTD): |
2024-01-03 |
0.126 |
| Low (YTD): |
2024-08-16 |
0.001 |
| 52W High: |
2023-09-27 |
0.700 |
| 52W Low: |
2024-08-16 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.122 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
5,710.09% |
| Volatility 1Y: |
|
3,913.31% |
| Volatility 3Y: |
|
- |
