UBS Call 152 CHV 20.12.2024
/ CH1258243893
UBS Call 152 CHV 20.12.2024/ CH1258243893 /
2024-06-17 8:41:43 AM |
Chg.-0.030 |
Bid10:22:52 AM |
Ask10:22:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-3.23% |
0.930 Bid Size: 1,000 |
1.030 Ask Size: 1,000 |
CHEVRON CORP. D... |
152.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL2G3S |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-0.94 |
Time value: |
0.97 |
Break-even: |
161.70 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
1.04% |
Delta: |
0.46 |
Theta: |
-0.04 |
Omega: |
6.77 |
Rho: |
0.29 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.41% |
1 Month |
|
|
-42.31% |
3 Months |
|
|
-35.25% |
YTD |
|
|
-29.13% |
1 Year |
|
|
-60.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
0.930 |
1M High / 1M Low: |
1.640 |
0.930 |
6M High / 6M Low: |
1.930 |
0.840 |
High (YTD): |
2024-04-29 |
1.930 |
Low (YTD): |
2024-01-23 |
0.840 |
52W High: |
2023-09-27 |
3.030 |
52W Low: |
2024-01-23 |
0.840 |
Avg. price 1W: |
|
1.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.268 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.694 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.40% |
Volatility 6M: |
|
110.72% |
Volatility 1Y: |
|
110.45% |
Volatility 3Y: |
|
- |