UBS Call 164 CHV 20.12.2024
/ CH1251046996
UBS Call 164 CHV 20.12.2024/ CH1251046996 /
| 2024-05-24 9:56:10 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
164.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1STK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.86 |
| Time value: |
0.73 |
| Break-even: |
171.30 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.37 |
| Rho: |
0.27 |
Quote data
| Open: |
0.660 |
| High: |
0.780 |
| Low: |
0.640 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-43.31% |
| 3 Months |
|
|
-19.10% |
| YTD |
|
|
-12.20% |
| 1 Year |
|
|
-57.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.720 |
| 1M High / 1M Low: |
1.270 |
0.720 |
| 6M High / 6M Low: |
1.270 |
0.490 |
| High (YTD): |
2024-04-29 |
1.270 |
| Low (YTD): |
2024-01-23 |
0.490 |
| 52W High: |
2023-09-27 |
2.350 |
| 52W Low: |
2024-01-23 |
0.490 |
| Avg. price 1W: |
|
0.797 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.232 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
120.94% |
| Volatility 6M: |
|
129.00% |
| Volatility 1Y: |
|
120.01% |
| Volatility 3Y: |
|
- |
