UBS Call 202 CHV 20.12.2024
/ CH1261649052
UBS Call 202 CHV 20.12.2024/ CH1261649052 /
| 7/16/2024 9:54:53 PM |
Chg.-0.002 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
202.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL3G1Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/4/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-5.70 |
| Time value: |
0.07 |
| Break-even: |
202.70 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.04 |
| Spread %: |
169.23% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
12.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.006 |
| High: |
0.027 |
| Low: |
0.004 |
| Previous Close: |
0.026 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2300.00% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
-81.54% |
| YTD |
|
|
-80.49% |
| 1 Year |
|
|
-93.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.001 |
| 1M High / 1M Low: |
0.036 |
0.001 |
| 6M High / 6M Low: |
0.193 |
0.001 |
| High (YTD): |
1/3/2024 |
0.208 |
| Low (YTD): |
7/10/2024 |
0.001 |
| 52W High: |
9/27/2023 |
0.830 |
| 52W Low: |
7/10/2024 |
0.001 |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.254 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
13,260.82% |
| Volatility 6M: |
|
5,492.23% |
| Volatility 1Y: |
|
3,874.03% |
| Volatility 3Y: |
|
- |
