UBS Call 138 CVX 20.12.2024
/ CH1306618609
UBS Call 138 CVX 20.12.2024/ CH1306618609 /
| 2024-09-26 3:15:53 PM |
Chg.-0.190 |
Bid3:15:53 PM |
Ask3:15:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-20.88% |
0.720
Bid Size: 10,000 |
0.760
Ask Size: 10,000 |
Chevron Corporation |
138.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL99QZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.54 |
| Time value: |
0.39 |
| Break-even: |
133.29 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
9.66 |
| Rho: |
0.19 |
Quote data
| Open: |
0.860 |
| High: |
0.900 |
| Low: |
0.720 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
-45.04% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
-63.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.910 |
| 1M High / 1M Low: |
1.310 |
0.670 |
| 6M High / 6M Low: |
2.980 |
0.670 |
| High (YTD): |
2024-04-29 |
2.980 |
| Low (YTD): |
2024-09-11 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.46% |
| Volatility 6M: |
|
123.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
