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UBS Call 170 CHV 20.12.2024/  CH1251047036  /

UBS Investment Bank
9/26/2024  1:53:04 PM Chg.-0.021 Bid1:53:04 PM Ask1:53:04 PM Underlying Strike price Expiration date Option type
0.013EUR -61.76% 0.013
Bid Size: 10,000		 0.070
Ask Size: 10,000		 CHEVRON CORP. D... 170.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
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: 0.36
Historic volatility: 0.18
Parity: -4.06
Time value: 0.07
Break-even: 170.70
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 2.29
Spread abs.: 0.04
Spread %: 105.88%
Delta: 0.07
Theta: -0.02
Omega: 13.77
Rho: 0.02
 

Quote data

Open: 0.013
High: 0.018
Low: 0.012
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.00%
1 Month
  -87.38%
3 Months
  -96.29%
YTD
  -97.97%
1 Year
  -99.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.034
1M High / 1M Low: 0.103 0.006
6M High / 6M Low: 0.990 0.006
High (YTD): 4/29/2024 0.990
Low (YTD): 9/6/2024 0.006
52W High: 9/27/2023 2.040
52W Low: 9/6/2024 0.006
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   2,170.64%
Volatility 6M:   909.80%
Volatility 1Y:   652.68%
Volatility 3Y:   -