UBS Call 150 CVX 20.09.2024
/ CH1280740643
UBS Call 150 CVX 20.09.2024/ CH1280740643 /
| 2024-06-25 8:25:19 PM |
Chg.-0.050 |
Bid8:25:19 PM |
Ask8:25:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-4.27% |
1.120
Bid Size: 10,000 |
1.180
Ask Size: 10,000 |
Chevron Corporation |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL4KTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.87 |
| Time value: |
0.32 |
| Break-even: |
151.67 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
9.63 |
| Rho: |
0.24 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.040 |
| Previous Close: |
1.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-10.40% |
| YTD |
|
|
-4.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.760 |
| 1M High / 1M Low: |
1.480 |
0.760 |
| 6M High / 6M Low: |
1.860 |
0.710 |
| High (YTD): |
2024-04-26 |
1.860 |
| Low (YTD): |
2024-01-23 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.02% |
| Volatility 6M: |
|
145.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
