UBS Call 146 CVX 20.12.2024
/ CH1302940270
UBS Call 146 CVX 20.12.2024/ CH1302940270 /
| 2024-05-24 9:56:56 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-0.59% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.08 |
| Time value: |
0.61 |
| Break-even: |
151.50 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
6.62 |
| Rho: |
0.54 |
Quote data
| Open: |
1.610 |
| High: |
1.770 |
| Low: |
1.580 |
| Previous Close: |
1.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.05% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
+7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.680 |
| 1M High / 1M Low: |
2.380 |
1.680 |
| 6M High / 6M Low: |
2.380 |
1.070 |
| High (YTD): |
2024-04-29 |
2.380 |
| Low (YTD): |
2024-01-23 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.803 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.81% |
| Volatility 6M: |
|
99.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
