UBS Call 166 CHV 20.09.2024
/ CH1272026514
UBS Call 166 CHV 20.09.2024/ CH1272026514 /
2024-06-21 9:13:58 AM |
Chg.+0.080 |
Bid10:00:12 PM |
Ask10:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.224EUR |
+55.56% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
166.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL55VV |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
166.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
61.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-2.08 |
Time value: |
0.24 |
Break-even: |
168.35 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.01 |
Spread %: |
4.44% |
Delta: |
0.21 |
Theta: |
-0.04 |
Omega: |
13.13 |
Rho: |
0.07 |
Quote data
Open: |
0.224 |
High: |
0.224 |
Low: |
0.224 |
Previous Close: |
0.144 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.15% |
1 Month |
|
|
-44.00% |
3 Months |
|
|
-47.91% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-79.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.224 |
0.134 |
1M High / 1M Low: |
0.460 |
0.134 |
6M High / 6M Low: |
0.820 |
0.134 |
High (YTD): |
2024-04-29 |
0.820 |
Low (YTD): |
2024-06-17 |
0.134 |
52W High: |
2023-09-27 |
1.960 |
52W Low: |
2024-06-17 |
0.134 |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.472 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.841 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
339.31% |
Volatility 6M: |
|
214.49% |
Volatility 1Y: |
|
181.79% |
Volatility 3Y: |
|
- |