UBS Call 130 CVX 18.06.2026
/ DE000UP1RP28
UBS Call 130 CVX 18.06.2026/ DE000UP1RP28 /
| 13/11/2024 18:40:57 |
Chg.+0.270 |
Bid18:40:57 |
Ask18:40:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
+9.03% |
3.260
Bid Size: 20,000 |
3.280
Ask Size: 20,000 |
Chevron Corporation |
130.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
UP1RP2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
27/09/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
2.38 |
| Time value: |
0.63 |
| Break-even: |
152.55 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.64 |
| Rho: |
1.75 |
Quote data
| Open: |
3.000 |
| High: |
3.260 |
| Low: |
2.970 |
| Previous Close: |
2.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.52% |
| 1 Month |
|
|
+19.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
2.990 |
| 1M High / 1M Low: |
3.180 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
