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UBS Call 158 CHV 20.09.2024/  CH1272026464  /

Frankfurt Zert./UBS
2024-06-24  7:34:14 PM Chg.+0.080 Bid7:43:13 PM Ask7:43:13 PM Underlying Strike price Expiration date Option type
0.650EUR +14.04% 0.650
Bid Size: 10,000		 0.660
Ask Size: 10,000		 CHEVRON CORP. D... 158.00 - 2024-09-20 Call
 

Master data

WKN: UL6CZ6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 158.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.06
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -1.27
Time value: 0.50
Break-even: 163.00
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.35
Theta: -0.05
Omega: 10.12
Rho: 0.11
 

Quote data

Open: 0.450
High: 0.650
Low: 0.450
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+54.76%
1 Month
  -7.14%
3 Months
  -13.33%
YTD
  -21.69%
1 Year
  -53.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.380
1M High / 1M Low: 0.820 0.380
6M High / 6M Low: 1.330 0.380
High (YTD): 2024-04-29 1.330
Low (YTD): 2024-06-19 0.380
52W High: 2023-09-27 2.420
52W Low: 2024-06-19 0.380
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.579
Avg. volume 1M:   0.000
Avg. price 6M:   0.803
Avg. volume 6M:   0.000
Avg. price 1Y:   1.176
Avg. volume 1Y:   0.000
Volatility 1M:   257.18%
Volatility 6M:   169.23%
Volatility 1Y:   151.46%
Volatility 3Y:   -