UBS Call 144 CVX 17.01.2025
/ CH1304636629
UBS Call 144 CVX 17.01.2025/ CH1304636629 /
| 9/25/2024 6:12:04 PM |
Chg.-0.100 |
Bid6:12:04 PM |
Ask6:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-11.63% |
0.760
Bid Size: 20,000 |
0.770
Ask Size: 20,000 |
Chevron Corporation |
144.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9LS3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.57 |
| Break-even: |
137.48 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
9.47 |
| Rho: |
0.23 |
Quote data
| Open: |
0.820 |
| High: |
0.870 |
| Low: |
0.750 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-23.23% |
| 3 Months |
|
|
-58.70% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
1.010 |
0.500 |
| 6M High / 6M Low: |
2.590 |
0.500 |
| High (YTD): |
4/29/2024 |
2.590 |
| Low (YTD): |
9/11/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.57% |
| Volatility 6M: |
|
129.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
