UBS Call 170 CHV 20.12.2024
/ CH1251047036
UBS Call 170 CHV 20.12.2024/ CH1251047036 /
| 2024-05-24 9:56:13 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
170.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1QNE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.46 |
| Time value: |
0.52 |
| Break-even: |
175.20 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
8.33 |
| Rho: |
0.22 |
Quote data
| Open: |
0.450 |
| High: |
0.550 |
| Low: |
0.430 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.14% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-20.31% |
| 1 Year |
|
|
-65.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.510 |
| 1M High / 1M Low: |
0.990 |
0.510 |
| 6M High / 6M Low: |
0.990 |
0.370 |
| High (YTD): |
2024-04-29 |
0.990 |
| Low (YTD): |
2024-01-23 |
0.370 |
| 52W High: |
2023-09-27 |
2.040 |
| 52W Low: |
2024-01-23 |
0.370 |
| Avg. price 1W: |
|
0.573 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.014 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.21% |
| Volatility 6M: |
|
138.86% |
| Volatility 1Y: |
|
128.23% |
| Volatility 3Y: |
|
- |
