UBS Call 174 CVX 17.01.2025
/ CH1304646248
UBS Call 174 CVX 17.01.2025/ CH1304646248 /
| 2024-06-24 9:54:12 PM |
Chg.+0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+29.41% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
174.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL88FU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
174.00 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: |
41.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-1.75 |
| Time value: |
0.35 |
| Break-even: |
166.30 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
11.84 |
| Rho: |
0.22 |
Quote data
| Open: |
0.290 |
| High: |
0.450 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.72% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-25.42% |
| YTD |
|
|
-24.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.250 |
| 1M High / 1M Low: |
0.600 |
0.250 |
| 6M High / 6M Low: |
0.920 |
0.250 |
| High (YTD): |
2024-04-26 |
0.920 |
| Low (YTD): |
2024-06-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.42% |
| Volatility 6M: |
|
172.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
