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UBS Call 154 CHV 20.12.2024/  CH1252601138  /

EUWAX
26/09/2024  13:59:44 Chg.-0.135 Bid15:31:43 Ask15:31:43 Underlying Strike price Expiration date Option type
0.165EUR -45.00% 0.167
Bid Size: 10,000		 0.203
Ask Size: 10,000		 CHEVRON CORP. D... 154.00 - 20/12/2024 Call
 

Master data

WKN: UL2DA7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 154.00 -
Maturity: 20/12/2024
Issue date: 23/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -2.46
Time value: 0.26
Break-even: 156.60
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.27
Spread abs.: 0.02
Spread %: 9.70%
Delta: 0.21
Theta: -0.04
Omega: 10.42
Rho: 0.06
 

Quote data

Open: 0.165
High: 0.165
Low: 0.165
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.54%
1 Month
  -62.50%
3 Months
  -85.00%
YTD
  -86.13%
1 Year
  -93.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.440 0.161
6M High / 6M Low: 1.800 0.161
High (YTD): 29/04/2024 1.800
Low (YTD): 11/09/2024 0.161
52W High: 27/09/2023 2.900
52W Low: 11/09/2024 0.161
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   0.000
Avg. price 1Y:   1.158
Avg. volume 1Y:   0.000
Volatility 1M:   208.20%
Volatility 6M:   185.48%
Volatility 1Y:   156.59%
Volatility 3Y:   -