UBS Call 162 CVX 17.01.2025
/ CH1304646172
UBS Call 162 CVX 17.01.2025/ CH1304646172 /
| 2024-06-25 11:29:20 AM |
Chg.-0.020 |
Bid11:29:20 AM |
Ask11:29:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
0.850
Bid Size: 1,000 |
0.950
Ask Size: 1,000 |
Chevron Corporation |
162.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9EG1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 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: |
16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.25 |
| Time value: |
0.88 |
| Break-even: |
159.75 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
9.09 |
| Rho: |
0.40 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.10% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.00% |
| YTD |
|
|
-9.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.580 |
| 1M High / 1M Low: |
1.090 |
0.580 |
| 6M High / 6M Low: |
1.460 |
0.580 |
| High (YTD): |
2024-04-29 |
1.460 |
| Low (YTD): |
2024-06-19 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.951 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.93% |
| Volatility 6M: |
|
138.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
