UBS Call 202 CHV 20.12.2024
/ CH1261649052
UBS Call 202 CHV 20.12.2024/ CH1261649052 /
| 2024-08-01 7:28:53 PM |
Chg.-0.015 |
Bid7:28:53 PM |
Ask7:28:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-50.00% |
0.015
Bid Size: 20,000 |
0.070
Ask Size: 20,000 |
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: |
211.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-5.37 |
| Time value: |
0.07 |
| Break-even: |
202.70 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.04 |
| Spread %: |
133.33% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
13.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.014 |
| High: |
0.026 |
| Low: |
0.011 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+1400.00% |
| 3 Months |
|
|
-86.36% |
| YTD |
|
|
-87.80% |
| 1 Year |
|
|
-97.22% |
| 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: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.235 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
7,076.64% |
| Volatility 6M: |
|
5,493.69% |
| Volatility 1Y: |
|
3,875.55% |
| Volatility 3Y: |
|
- |
