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UBS Call 184 CHV 20.12.2024/  CH1251052556  /

UBS Investment Bank
25/06/2024  20:17:55 Chg.-0.033 Bid20:17:55 Ask20:17:55 Underlying Strike price Expiration date Option type
0.140EUR -19.08% 0.140
Bid Size: 10,000		 0.200
Ask Size: 10,000		 CHEVRON CORP. D... 184.00 - 20/12/2024 Call
 

Master data

WKN: UL1XAV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 184.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -3.56
Time value: 0.18
Break-even: 185.83
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 5.78%
Delta: 0.15
Theta: -0.02
Omega: 12.00
Rho: 0.10
 

Quote data

Open: 0.138
High: 0.167
Low: 0.123
Previous Close: 0.173
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.63%
1 Month
  -30.00%
3 Months
  -54.84%
YTD
  -57.58%
1 Year
  -81.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.173 0.064
1M High / 1M Low: 0.260 0.064
6M High / 6M Low: 0.510 0.064
High (YTD): 29/04/2024 0.510
Low (YTD): 19/06/2024 0.064
52W High: 27/09/2023 1.420
52W Low: 19/06/2024 0.064
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.561
Avg. volume 1Y:   0.000
Volatility 1M:   617.44%
Volatility 6M:   285.29%
Volatility 1Y:   222.67%
Volatility 3Y:   -