UBS Call 196 CHV 20.12.2024
/ CH1251052630
UBS Call 196 CHV 20.12.2024/ CH1251052630 /
24/06/2024 20:12:33 |
Chg.+0.020 |
Bid20:12:33 |
Ask20:12:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
+44.44% |
0.065 Bid Size: 10,000 |
0.075 Ask Size: 10,000 |
CHEVRON CORP. D... |
196.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
264.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-5.07 |
Time value: |
0.06 |
Break-even: |
196.55 |
Moneyness: |
0.74 |
Premium: |
0.35 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.01 |
Spread %: |
22.22% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
14.83 |
Rho: |
0.04 |
Quote data
Open: |
0.001 |
High: |
0.069 |
Low: |
0.001 |
Previous Close: |
0.045 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+51.16% |
1 Month |
|
|
-20.73% |
3 Months |
|
|
-50.76% |
YTD |
|
|
-63.28% |
1 Year |
|
|
-87.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.001 |
1M High / 1M Low: |
0.100 |
0.001 |
6M High / 6M Low: |
0.270 |
0.001 |
High (YTD): |
29/04/2024 |
0.270 |
Low (YTD): |
19/06/2024 |
0.001 |
52W High: |
27/09/2023 |
1.000 |
52W Low: |
19/06/2024 |
0.001 |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.357 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
19,826.41% |
Volatility 6M: |
|
7,865.09% |
Volatility 1Y: |
|
5,508.27% |
Volatility 3Y: |
|
- |