UBS Call 140 CHV 21.06.2024
/ CH1213908564
UBS Call 140 CHV 21.06.2024/ CH1213908564 /
| 2024-05-17 9:31:05 AM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7ULT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
6.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.27 |
| Time value: |
1.73 |
| Break-even: |
160.00 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-9.22 |
| Omega: |
4.20 |
| Rho: |
0.00 |
Quote data
| Open: |
2.000 |
| High: |
2.020 |
| Low: |
1.990 |
| Previous Close: |
2.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+29.87% |
| YTD |
|
|
+36.05% |
| 1 Year |
|
|
-12.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.490 |
0.900 |
| High (YTD): |
2024-04-29 |
2.490 |
| Low (YTD): |
2024-01-23 |
0.900 |
| 52W High: |
2023-09-27 |
3.490 |
| 52W Low: |
2024-01-23 |
0.900 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.018 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
125.14% |
| Volatility 1Y: |
|
116.61% |
| Volatility 3Y: |
|
- |
