UBS Call 196 CHV 20.12.2024
/ CH1251052630
UBS Call 196 CHV 20.12.2024/ CH1251052630 /
| 2024-05-24 9:56:11 PM |
Chg.-0.002 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
196.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL2AZJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
196.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
158.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-5.06 |
| Time value: |
0.09 |
| Break-even: |
196.92 |
| Moneyness: |
0.74 |
| Premium: |
0.35 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
12.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.037 |
| High: |
0.094 |
| Low: |
0.032 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.70% |
| 1 Month |
|
|
-69.63% |
| 3 Months |
|
|
-55.19% |
| YTD |
|
|
-53.67% |
| 1 Year |
|
|
-88.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.082 |
| 1M High / 1M Low: |
0.270 |
0.082 |
| 6M High / 6M Low: |
0.270 |
0.082 |
| High (YTD): |
2024-04-29 |
0.270 |
| Low (YTD): |
2024-05-24 |
0.082 |
| 52W High: |
2023-09-27 |
1.000 |
| 52W Low: |
2024-05-24 |
0.082 |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.407 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
209.14% |
| Volatility 6M: |
|
199.23% |
| Volatility 1Y: |
|
176.22% |
| Volatility 3Y: |
|
- |
