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UBS Call 164 CHV 20.12.2024/  CH1251046996  /

UBS Investment Bank
26/09/2024  19:34:17 Chg.-0.011 Bid19:34:17 Ask19:34:17 Underlying Strike price Expiration date Option type
0.065EUR -14.47% 0.065
Bid Size: 20,000		 0.084
Ask Size: 20,000		 CHEVRON CORP. D... 164.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 136.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -3.46
Time value: 0.10
Break-even: 164.95
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.84
Spread abs.: 0.02
Spread %: 25.00%
Delta: 0.10
Theta: -0.02
Omega: 13.51
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.077
Low: 0.035
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.89%
1 Month
  -65.43%
3 Months
  -87.96%
YTD
  -92.07%
1 Year
  -96.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.076
1M High / 1M Low: 0.188 0.037
6M High / 6M Low: 1.270 0.037
High (YTD): 29/04/2024 1.270
Low (YTD): 06/09/2024 0.037
52W High: 27/09/2023 2.350
52W Low: 06/09/2024 0.037
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.779
Avg. volume 1Y:   0.000
Volatility 1M:   559.92%
Volatility 6M:   290.91%
Volatility 1Y:   228.28%
Volatility 3Y:   -