UBS Call 135 CHV 21.06.2024
/ CH1213908531
UBS Call 135 CHV 21.06.2024/ CH1213908531 /
2024-05-17 9:40:37 AM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.450EUR |
-2.00% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
135.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK7YYA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-03 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.04 |
Implied volatility: |
1.28 |
Historic volatility: |
0.18 |
Parity: |
1.04 |
Time value: |
1.41 |
Break-even: |
159.50 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
2.85 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.65 |
Theta: |
-0.37 |
Omega: |
3.89 |
Rho: |
0.05 |
Quote data
Open: |
2.450 |
High: |
2.470 |
Low: |
2.450 |
Previous Close: |
2.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+29.63% |
YTD |
|
|
+36.11% |
1 Year |
|
|
-13.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.950 |
2.350 |
6M High / 6M Low: |
2.950 |
1.180 |
High (YTD): |
2024-04-29 |
2.950 |
Low (YTD): |
2024-01-23 |
1.180 |
52W High: |
2023-09-27 |
3.880 |
52W Low: |
2024-01-23 |
1.180 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.613 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.979 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.405 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.56% |
Volatility 6M: |
|
109.59% |
Volatility 1Y: |
|
102.13% |
Volatility 3Y: |
|
- |