UBS Call 176 CHV 20.12.2024
/ CH1251047077
UBS Call 176 CHV 20.12.2024/ CH1251047077 /
| 2024-06-25 3:56:12 PM |
Chg.-0.050 |
Bid3:56:12 PM |
Ask3:56:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-15.63% |
0.270
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
CHEVRON CORP. D... |
176.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL12TM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-2.76 |
| Time value: |
0.33 |
| Break-even: |
179.30 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
10.28 |
| Rho: |
0.15 |
Quote data
| Open: |
0.290 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.07% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
-42.55% |
| YTD |
|
|
-44.90% |
| 1 Year |
|
|
-71.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.163 |
| 1M High / 1M Low: |
0.450 |
0.163 |
| 6M High / 6M Low: |
0.760 |
0.163 |
| High (YTD): |
2024-04-26 |
0.760 |
| Low (YTD): |
2024-06-19 |
0.163 |
| 52W High: |
2023-09-27 |
1.750 |
| 52W Low: |
2024-06-19 |
0.163 |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.753 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
371.39% |
| Volatility 6M: |
|
199.40% |
| Volatility 1Y: |
|
167.37% |
| Volatility 3Y: |
|
- |
