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UBS Call 202 CHV 20.12.2024/  CH1261649052  /

UBS Investment Bank
2024-07-31  9:56:49 PM Chg.-0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.030EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 202.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 210.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -5.45
Time value: 0.07
Break-even: 202.70
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 1.26
Spread abs.: 0.04
Spread %: 112.12%
Delta: 0.06
Theta: -0.01
Omega: 13.32
Rho: 0.03
 

Quote data

Open: 0.019
High: 0.039
Low: 0.004
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+500.00%
3 Months
  -72.73%
YTD
  -75.61%
1 Year
  -94.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.018
1M High / 1M Low: 0.044 0.001
6M High / 6M Low: 0.193 0.001
High (YTD): 2024-01-03 0.208
Low (YTD): 2024-07-10 0.001
52W High: 2023-09-27 0.830
52W Low: 2024-07-10 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.237
Avg. volume 1Y:   0.000
Volatility 1M:   7,240.65%
Volatility 6M:   5,493.39%
Volatility 1Y:   3,875.51%
Volatility 3Y:   -