OverviewChartNewsTraderScreen

UBS Call 194 CHV 20.12.2024/  CH1251052614  /

UBS Investment Bank
2024-06-24  9:45:39 PM Chg.+0.026 Bid9:45:39 PM Ask9:45:39 PM Underlying Strike price Expiration date Option type
0.079EUR +49.06% 0.079
Bid Size: 10,000		 0.089
Ask Size: 10,000		 CHEVRON CORP. D... 194.00 - 2024-12-20 Call
 

Master data

WKN: UL1T5J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 194.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 230.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -4.87
Time value: 0.06
Break-even: 194.63
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.06
Theta: -0.01
Omega: 14.57
Rho: 0.04
 

Quote data

Open: 0.008
High: 0.082
Low: 0.006
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.92%
1 Month
  -17.71%
3 Months
  -47.33%
YTD
  -60.10%
1 Year
  -85.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.001
1M High / 1M Low: 0.119 0.001
6M High / 6M Low: 0.300 0.001
High (YTD): 2024-04-29 0.300
Low (YTD): 2024-06-19 0.001
52W High: 2023-09-27 1.060
52W Low: 2024-06-19 0.001
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   23,716.18%
Volatility 6M:   9,406.65%
Volatility 1Y:   6,587.42%
Volatility 3Y:   -