UBS Call 148 CVX 20.09.2024
/ CH1280740635
UBS Call 148 CVX 20.09.2024/ CH1280740635 /
| 2024-06-20 8:13:23 AM |
Chg.0.000 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
148.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL345L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.50 |
| Time value: |
0.48 |
| Break-even: |
147.51 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
11.36% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
9.83 |
| Rho: |
0.22 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-41.33% |
| 3 Months |
|
|
-28.46% |
| YTD |
|
|
-29.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
1.550 |
0.830 |
| 6M High / 6M Low: |
1.970 |
0.800 |
| High (YTD): |
2024-04-29 |
1.970 |
| Low (YTD): |
2024-01-23 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.92% |
| Volatility 6M: |
|
121.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
