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UBS Call 174 CHV 20.09.2024/  CH1272026555  /

EUWAX
2024-06-24  9:15:45 AM Chg.-0.027 Bid9:56:50 AM Ask9:56:50 AM Underlying Strike price Expiration date Option type
0.039EUR -40.91% 0.042
Bid Size: 2,000		 0.142
Ask Size: 2,000		 CHEVRON CORP. D... 174.00 - 2024-09-20 Call
 

Master data

WKN: UL6L1J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 174.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 154.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -2.87
Time value: 0.09
Break-even: 174.94
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 11.90%
Delta: 0.11
Theta: -0.02
Omega: 16.67
Rho: 0.04
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month
  -67.50%
3 Months
  -82.51%
YTD
  -89.17%
1 Year
  -95.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.024
1M High / 1M Low: 0.205 0.024
6M High / 6M Low: 0.480 0.024
High (YTD): 2024-04-29 0.480
Low (YTD): 2024-06-17 0.024
52W High: 2023-09-27 1.560
52W Low: 2024-06-17 0.024
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   665.43%
Volatility 6M:   335.14%
Volatility 1Y:   259.93%
Volatility 3Y:   -