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UBS Call 165 CHV 20.12.2024/  CH1251047002  /

Frankfurt Zert./UBS
2024-09-26  7:29:19 PM Chg.-0.008 Bid8:48:32 AM Ask8:48:32 AM Underlying Strike price Expiration date Option type
0.057EUR -12.31% 0.038
Bid Size: 7,500		 0.093
Ask Size: 7,500		 CHEVRON CORP. D... 165.00 - 2024-12-20 Call
 

Master data

WKN: UL17B9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 107.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -3.56
Time value: 0.12
Break-even: 166.20
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.93
Spread abs.: 0.02
Spread %: 18.81%
Delta: 0.11
Theta: -0.03
Omega: 12.23
Rho: 0.03
 

Quote data

Open: 0.041
High: 0.060
Low: 0.034
Previous Close: 0.065
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.04%
1 Month
  -58.99%
3 Months
  -88.60%
YTD
  -92.69%
1 Year
  -97.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.104 0.057
1M High / 1M Low: 0.160 0.046
6M High / 6M Low: 1.240 0.046
High (YTD): 2024-04-29 1.240
Low (YTD): 2024-09-06 0.046
52W High: 2023-09-27 2.250
52W Low: 2024-09-06 0.046
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   59.289
Volatility 1M:   432.06%
Volatility 6M:   255.28%
Volatility 1Y:   207.44%
Volatility 3Y:   -