UBS Call 145 CHV 21.06.2024
/ CH1213908598
UBS Call 145 CHV 21.06.2024/ CH1213908598 /
| 2024-05-24 9:56:57 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-0.81% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
145.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7WRZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
0.04 |
| Time value: |
1.20 |
| Break-even: |
157.40 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
1.91 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.55 |
| Theta: |
-0.23 |
| Omega: |
6.48 |
| Rho: |
0.05 |
Quote data
| Open: |
1.150 |
| High: |
1.340 |
| Low: |
1.110 |
| Previous Close: |
1.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.07% |
| 1 Month |
|
|
-39.11% |
| 3 Months |
|
|
-7.52% |
| YTD |
|
|
+4.24% |
| 1 Year |
|
|
-45.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.230 |
| 1M High / 1M Low: |
2.030 |
1.230 |
| 6M High / 6M Low: |
2.030 |
0.660 |
| High (YTD): |
2024-04-29 |
2.030 |
| Low (YTD): |
2024-01-23 |
0.660 |
| 52W High: |
2023-09-27 |
3.110 |
| 52W Low: |
2024-01-23 |
0.660 |
| Avg. price 1W: |
|
1.383 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.720 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
128.95% |
| Volatility 6M: |
|
145.33% |
| Volatility 1Y: |
|
129.05% |
| Volatility 3Y: |
|
- |
