UBS Call 158 CVX 17.01.2025
/ CH1304646156
UBS Call 158 CVX 17.01.2025/ CH1304646156 /
| 2024-09-26 7:29:58 PM |
Chg.-0.017 |
Bid9:54:53 PM |
Ask9:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-7.94% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
158.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL87CR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.26 |
| Time value: |
0.24 |
| Break-even: |
144.33 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
8.22% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
14.50 |
| Rho: |
0.10 |
Quote data
| Open: |
0.168 |
| High: |
0.205 |
| Low: |
0.155 |
| Previous Close: |
0.214 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.45% |
| 1 Month |
|
|
-50.75% |
| 3 Months |
|
|
-77.61% |
| YTD |
|
|
-81.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.214 |
| 1M High / 1M Low: |
0.400 |
0.156 |
| 6M High / 6M Low: |
1.700 |
0.156 |
| High (YTD): |
2024-04-29 |
1.700 |
| Low (YTD): |
2024-09-10 |
0.156 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.277 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.31% |
| Volatility 6M: |
|
185.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
