UBS Call 146 CVX 17.01.2025
/ CH1304636645
UBS Call 146 CVX 17.01.2025/ CH1304636645 /
| 2024-06-24 6:49:23 PM |
Chg.+0.220 |
Bid6:49:23 PM |
Ask6:49:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+14.29% |
1.760
Bid Size: 10,000 |
1.770
Ask Size: 10,000 |
Chevron Corporation |
146.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9B44 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 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: |
9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.87 |
| Time value: |
0.67 |
| Break-even: |
152.00 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
6.89 |
| Rho: |
0.51 |
Quote data
| Open: |
1.480 |
| High: |
1.760 |
| Low: |
1.460 |
| Previous Close: |
1.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.54% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
+2.92% |
| YTD |
|
|
+9.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.350 |
| 1M High / 1M Low: |
2.050 |
1.340 |
| 6M High / 6M Low: |
2.450 |
1.120 |
| High (YTD): |
2024-04-29 |
2.450 |
| Low (YTD): |
2024-01-23 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.16% |
| Volatility 6M: |
|
102.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
