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UBS Call 168 CHV 20.12.2024/  CH1251047028  /

UBS Investment Bank
2024-09-26  5:14:35 PM Chg.-0.007 Bid5:14:35 PM Ask5:14:35 PM Underlying Strike price Expiration date Option type
0.038EUR -15.56% 0.038
Bid Size: 20,000		 0.070
Ask Size: 20,000		 CHEVRON CORP. D... 168.00 - 2024-12-20 Call
 

Master data

WKN: UL1MAV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 168.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 184.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -3.86
Time value: 0.07
Break-even: 168.70
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.08
Theta: -0.02
Omega: 14.15
Rho: 0.02
 

Quote data

Open: 0.023
High: 0.047
Low: 0.015
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.63%
1 Month
  -70.08%
3 Months
  -90.50%
YTD
  -94.49%
1 Year
  -98.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.045
1M High / 1M Low: 0.127 0.014
6M High / 6M Low: 1.080 0.014
High (YTD): 2024-04-29 1.080
Low (YTD): 2024-09-06 0.014
52W High: 2023-09-27 2.140
52W Low: 2024-09-06 0.014
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.656
Avg. volume 1Y:   0.000
Volatility 1M:   1,096.94%
Volatility 6M:   487.75%
Volatility 1Y:   359.92%
Volatility 3Y:   -