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UBS Call 152 CHV 20.12.2024/  CH1258243893  /

EUWAX
2024-09-25  8:41:33 AM Chg.-0.040 Bid6:46:23 PM Ask6:46:23 PM Underlying Strike price Expiration date Option type
0.370EUR -9.76% 0.300
Bid Size: 20,000		 0.320
Ask Size: 20,000		 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: 31.37
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -2.02
Time value: 0.42
Break-even: 156.20
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 1.06
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.28
Theta: -0.05
Omega: 8.88
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.33%
1 Month
  -21.28%
3 Months
  -71.09%
YTD
  -70.87%
1 Year
  -87.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 0.520 0.203
6M High / 6M Low: 1.930 0.203
High (YTD): 2024-04-29 1.930
Low (YTD): 2024-09-11 0.203
52W High: 2023-09-27 3.030
52W Low: 2024-09-11 0.203
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   1.262
Avg. volume 1Y:   0.000
Volatility 1M:   198.22%
Volatility 6M:   174.05%
Volatility 1Y:   148.74%
Volatility 3Y:   -