UBS Call 156 CVX 17.01.2025
/ CH1304646149
UBS Call 156 CVX 17.01.2025/ CH1304646149 /
| 6/24/2024 9:59:49 PM |
Chg.+0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+20.62% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
156.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL87D3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 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: |
14.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.98 |
| Break-even: |
155.76 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
8.47 |
| Rho: |
0.42 |
Quote data
| Open: |
0.920 |
| High: |
1.180 |
| Low: |
0.900 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.65% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
-1.68% |
| YTD |
|
|
+0.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.820 |
| 1M High / 1M Low: |
1.410 |
0.820 |
| 6M High / 6M Low: |
1.800 |
0.750 |
| High (YTD): |
4/29/2024 |
1.800 |
| Low (YTD): |
1/23/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.08% |
| Volatility 6M: |
|
121.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
