UBS Call 162 CHV 20.12.2024
/ CH1251046988
UBS Call 162 CHV 20.12.2024/ CH1251046988 /
| 2024-09-26 8:26:41 AM |
Chg.-0.022 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-22.68% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
162.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1XAW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-3.26 |
| Time value: |
0.12 |
| Break-even: |
163.15 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.02 |
| Spread %: |
18.56% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
12.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.071 |
| High: |
0.081 |
| Low: |
0.071 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.86% |
| 1 Month |
|
|
-66.96% |
| 3 Months |
|
|
-87.70% |
| YTD |
|
|
-91.48% |
| 1 Year |
|
|
-96.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.097 |
| 1M High / 1M Low: |
0.227 |
0.053 |
| 6M High / 6M Low: |
1.380 |
0.053 |
| High (YTD): |
2024-04-29 |
1.380 |
| Low (YTD): |
2024-09-06 |
0.053 |
| 52W High: |
2023-09-27 |
2.460 |
| 52W Low: |
2024-09-06 |
0.053 |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.848 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
455.21% |
| Volatility 6M: |
|
253.09% |
| Volatility 1Y: |
|
203.62% |
| Volatility 3Y: |
|
- |
