UBS Call 145 CVX 17.01.2025
/ CH1304636637
UBS Call 145 CVX 17.01.2025/ CH1304636637 /
2024-09-26 7:26:04 PM |
Chg.-0.050 |
Bid9:52:17 PM |
Ask9:52:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-8.06% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
145.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9A0P |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 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: |
19.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.09 |
Time value: |
0.65 |
Break-even: |
136.78 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
0.53 |
Theta: |
-0.03 |
Omega: |
10.65 |
Rho: |
0.19 |
Quote data
Open: |
0.540 |
High: |
0.600 |
Low: |
0.510 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.75% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-64.81% |
YTD |
|
|
-65.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.620 |
1M High / 1M Low: |
0.950 |
0.460 |
6M High / 6M Low: |
2.540 |
0.460 |
High (YTD): |
2024-04-29 |
2.540 |
Low (YTD): |
2024-09-10 |
0.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.522 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.17% |
Volatility 6M: |
|
138.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |