UBS Call 176 CHV 17.01.2025
/ DE000UM33TS1
UBS Call 176 CHV 17.01.2025/ DE000UM33TS1 /
| 2024-05-24 11:23:26 AM |
Chg.-0.060 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-13.95% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
176.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM33TS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-3.06 |
| Time value: |
0.45 |
| Break-even: |
180.50 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
15.38% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
8.38 |
| Rho: |
0.22 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.19% |
| 1 Month |
|
|
-52.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.370 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
