UBS Call 148 CVX 17.01.2025
/ CH1304636652
UBS Call 148 CVX 17.01.2025/ CH1304636652 /
| 6/21/2024 9:59:52 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
148.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9ARS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.68 |
| Time value: |
0.73 |
| Break-even: |
152.52 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
7.23 |
| Rho: |
0.50 |
Quote data
| Open: |
1.450 |
| High: |
1.570 |
| Low: |
1.400 |
| Previous Close: |
1.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.75% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-7.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.240 |
| 1M High / 1M Low: |
1.910 |
1.220 |
| 6M High / 6M Low: |
2.310 |
1.040 |
| High (YTD): |
4/29/2024 |
2.310 |
| Low (YTD): |
1/23/2024 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.49% |
| Volatility 6M: |
|
105.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
