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UBS Call 150 CHV 20.12.2024/  CH1258243885  /

UBS Investment Bank
2024-09-26  3:08:17 PM Chg.-0.090 Bid3:08:17 PM Ask3:08:17 PM Underlying Strike price Expiration date Option type
0.260EUR -25.71% 0.260
Bid Size: 10,000		 0.290
Ask Size: 10,000		 CHEVRON CORP. D... 150.00 - 2024-12-20 Call
 

Master data

WKN: UL2MFF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.96
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -2.06
Time value: 0.37
Break-even: 153.70
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.27
Theta: -0.05
Omega: 9.30
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.340
Low: 0.250
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -58.06%
3 Months
  -78.51%
YTD
  -81.02%
1 Year
  -91.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.350
1M High / 1M Low: 0.620 0.238
6M High / 6M Low: 2.110 0.238
High (YTD): 2024-04-29 2.110
Low (YTD): 2024-09-06 0.238
52W High: 2023-09-27 3.180
52W Low: 2024-09-06 0.238
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   1.169
Avg. volume 6M:   0.000
Avg. price 1Y:   1.365
Avg. volume 1Y:   0.000
Volatility 1M:   254.47%
Volatility 6M:   165.18%
Volatility 1Y:   144.05%
Volatility 3Y:   -