UBS Call 156 CHV 20.09.2024
/ CH1272026456
UBS Call 156 CHV 20.09.2024/ CH1272026456 /
2024-06-24 8:39:01 PM |
Chg.+0.170 |
Bid8:39:01 PM |
Ask8:39:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+28.81% |
0.760 Bid Size: 10,000 |
0.770 Ask Size: 10,000 |
CHEVRON CORP. D... |
156.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6LSN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
156.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-1.07 |
Time value: |
0.60 |
Break-even: |
162.00 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
0.39 |
Theta: |
-0.06 |
Omega: |
9.35 |
Rho: |
0.12 |
Quote data
Open: |
0.540 |
High: |
0.770 |
Low: |
0.530 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+58.33% |
1 Month |
|
|
-3.80% |
3 Months |
|
|
-11.63% |
YTD |
|
|
-16.48% |
1 Year |
|
|
-48.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.460 |
1M High / 1M Low: |
1.070 |
0.460 |
6M High / 6M Low: |
1.440 |
0.460 |
High (YTD): |
2024-04-29 |
1.440 |
Low (YTD): |
2024-06-19 |
0.460 |
52W High: |
2023-09-27 |
2.590 |
52W Low: |
2024-06-19 |
0.460 |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.672 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.898 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.268 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
255.25% |
Volatility 6M: |
|
166.53% |
Volatility 1Y: |
|
143.38% |
Volatility 3Y: |
|
- |