UBS Call 140 CVX 17.01.2025
/ CH1304636603
UBS Call 140 CVX 17.01.2025/ CH1304636603 /
2024-09-26 8:24:32 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-3.41% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
140.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9M3R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-08 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
0.36 |
Time value: |
0.54 |
Break-even: |
134.79 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
9.27 |
Rho: |
0.23 |
Quote data
Open: |
0.830 |
High: |
0.870 |
Low: |
0.830 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.27% |
1 Month |
|
|
-32.00% |
3 Months |
|
|
-56.19% |
YTD |
|
|
-55.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.880 |
1M High / 1M Low: |
1.250 |
0.660 |
6M High / 6M Low: |
2.880 |
0.660 |
High (YTD): |
2024-04-29 |
2.880 |
Low (YTD): |
2024-09-11 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.947 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.836 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.38% |
Volatility 6M: |
|
121.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |