UBS Call 146 CVX 20.12.2024
/ CH1302940270
UBS Call 146 CVX 20.12.2024/ CH1302940270 /
| 2024-09-26 5:38:35 PM |
Chg.-0.040 |
Bid6:10:14 PM |
Ask6:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.460
Bid Size: 20,000 |
0.480
Ask Size: 20,000 |
Chevron Corporation |
146.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9DU0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.18 |
| Time value: |
0.52 |
| Break-even: |
136.38 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
12.41 |
| Rho: |
0.14 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.390 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.82% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-69.80% |
| YTD |
|
|
-71.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.490 |
| 1M High / 1M Low: |
0.810 |
0.350 |
| 6M High / 6M Low: |
2.400 |
0.350 |
| High (YTD): |
2024-04-29 |
2.400 |
| Low (YTD): |
2024-09-11 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.20% |
| Volatility 6M: |
|
152.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
