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UBS Call 166 CHV 20.12.2024/  CH1251047010  /

UBS Investment Bank
6/24/2024  6:14:07 PM Chg.+0.110 Bid6:14:07 PM Ask6:14:07 PM Underlying Strike price Expiration date Option type
0.610EUR +22.00% 0.610
Bid Size: 10,000		 0.620
Ask Size: 10,000		 CHEVRON CORP. D... 166.00 - 12/20/2024 Call
 

Master data

WKN: UL1UZQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 166.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.06
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.07
Time value: 0.50
Break-even: 171.00
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.31
Theta: -0.03
Omega: 8.94
Rho: 0.19
 

Quote data

Open: 0.440
High: 0.620
Low: 0.430
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.64%
1 Month
  -4.69%
3 Months
  -14.08%
YTD
  -18.67%
1 Year
  -51.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.380
1M High / 1M Low: 0.820 0.380
6M High / 6M Low: 1.170 0.380
High (YTD): 4/29/2024 1.170
Low (YTD): 6/19/2024 0.380
52W High: 9/27/2023 2.240
52W Low: 6/19/2024 0.380
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   0.741
Avg. volume 6M:   0.000
Avg. price 1Y:   1.074
Avg. volume 1Y:   0.000
Volatility 1M:   250.47%
Volatility 6M:   156.50%
Volatility 1Y:   137.45%
Volatility 3Y:   -