UBS Call 146 CVX 17.01.2025
/ CH1304636645
UBS Call 146 CVX 17.01.2025/ CH1304636645 /
2024-09-26 4:12:31 PM |
Chg.-0.060 |
Bid4:12:31 PM |
Ask4:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-10.17% |
0.530 Bid Size: 20,000 |
0.540 Ask Size: 20,000 |
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: |
21.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.18 |
Time value: |
0.61 |
Break-even: |
137.28 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
3.39% |
Delta: |
0.51 |
Theta: |
-0.03 |
Omega: |
10.87 |
Rho: |
0.19 |
Quote data
Open: |
0.550 |
High: |
0.580 |
Low: |
0.440 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.06% |
1 Month |
|
|
-41.11% |
3 Months |
|
|
-65.36% |
YTD |
|
|
-67.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.590 |
1M High / 1M Low: |
0.900 |
0.430 |
6M High / 6M Low: |
2.450 |
0.430 |
High (YTD): |
2024-04-29 |
2.450 |
Low (YTD): |
2024-09-11 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.696 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.462 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.38% |
Volatility 6M: |
|
138.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |