UBS Call 142 CVX 20.09.2024
/ CH1302933895
UBS Call 142 CVX 20.09.2024/ CH1302933895 /
| 2024-06-24 6:23:27 PM |
Chg.+0.150 |
Bid6:59:39 PM |
Ask6:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+9.32% |
1.770
Bid Size: 10,000 |
1.780
Ask Size: 10,000 |
Chevron Corporation |
142.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL9F93 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.24 |
| Time value: |
0.27 |
| Break-even: |
147.96 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
7.98 |
| Rho: |
0.25 |
Quote data
| Open: |
1.450 |
| High: |
1.760 |
| Low: |
1.450 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.37% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
+11.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.310 |
| 1M High / 1M Low: |
1.930 |
1.310 |
| 6M High / 6M Low: |
2.510 |
1.050 |
| High (YTD): |
2024-04-29 |
2.510 |
| Low (YTD): |
2024-01-23 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.83% |
| Volatility 6M: |
|
108.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
