UBS Call 186 CHV 20.12.2024
/ CH1251052572
UBS Call 186 CHV 20.12.2024/ CH1251052572 /
| 2024-05-24 9:56:56 PM |
Chg.-0.004 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.173EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
186.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1UZP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
186.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-4.06 |
| Time value: |
0.18 |
| Break-even: |
187.83 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
5.78% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
11.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.126 |
| High: |
0.195 |
| Low: |
0.119 |
| Previous Close: |
0.177 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.80% |
| 1 Month |
|
|
-62.39% |
| 3 Months |
|
|
-44.19% |
| YTD |
|
|
-42.33% |
| 1 Year |
|
|
-82.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.249 |
0.173 |
| 1M High / 1M Low: |
0.460 |
0.173 |
| 6M High / 6M Low: |
0.460 |
0.166 |
| High (YTD): |
2024-04-29 |
0.460 |
| Low (YTD): |
2024-01-23 |
0.166 |
| 52W High: |
2023-09-27 |
1.340 |
| 52W Low: |
2024-01-23 |
0.166 |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.584 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
170.03% |
| Volatility 6M: |
|
167.44% |
| Volatility 1Y: |
|
152.86% |
| Volatility 3Y: |
|
- |
