UBS Call 168 CHV 20.12.2024
/ CH1251047028
UBS Call 168 CHV 20.12.2024/ CH1251047028 /
| 2024-06-24 9:59:03 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+27.91% |
-
Bid Size: - |
-
Ask Size: - |
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: |
33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.27 |
| Time value: |
0.44 |
| Break-even: |
172.40 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
9.31 |
| Rho: |
0.18 |
Quote data
| Open: |
0.380 |
| High: |
0.570 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.74% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
-14.06% |
| YTD |
|
|
-20.29% |
| 1 Year |
|
|
-53.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.730 |
0.330 |
| 6M High / 6M Low: |
1.080 |
0.330 |
| High (YTD): |
2024-04-29 |
1.080 |
| Low (YTD): |
2024-06-19 |
0.330 |
| 52W High: |
2023-09-27 |
2.140 |
| 52W Low: |
2024-06-19 |
0.330 |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.002 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
257.01% |
| Volatility 6M: |
|
159.94% |
| Volatility 1Y: |
|
140.51% |
| Volatility 3Y: |
|
- |
