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UBS Call 180 CHV 20.12.2024/  CH1251047093  /

UBS Investment Bank
2024-06-24  8:12:04 PM Chg.+0.062 Bid8:12:04 PM Ask8:12:04 PM Underlying Strike price Expiration date Option type
0.239EUR +35.03% 0.239
Bid Size: 10,000		 0.249
Ask Size: 10,000		 CHEVRON CORP. D... 180.00 - 2024-12-20 Call
 

Master data

WKN: UL17AY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.87
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -3.47
Time value: 0.19
Break-even: 181.89
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 5.59%
Delta: 0.15
Theta: -0.02
Omega: 11.75
Rho: 0.10
 

Quote data

Open: 0.131
High: 0.242
Low: 0.127
Previous Close: 0.177
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.45%
1 Month
  -8.08%
3 Months
  -29.71%
YTD
  -41.71%
1 Year
  -71.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.106
1M High / 1M Low: 0.350 0.106
6M High / 6M Low: 0.620 0.106
High (YTD): 2024-04-29 0.620
Low (YTD): 2024-06-19 0.106
52W High: 2023-09-27 1.580
52W Low: 2024-06-19 0.106
Avg. price 1W:   0.161
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   459.12%
Volatility 6M:   229.07%
Volatility 1Y:   186.27%
Volatility 3Y:   -