UBS Call 135 CVX 17.01.2025
/ DE000UM9JBB7
UBS Call 135 CVX 17.01.2025/ DE000UM9JBB7 /
| 2024-12-20 8:13:48 AM |
Chg.-0.240 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-24.49% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
135.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM9JBB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.10 |
| Break-even: |
137.95 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
13.56 |
| Rho: |
0.08 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.05% |
| 1 Month |
|
|
-71.86% |
| 3 Months |
|
|
-40.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
0.740 |
| 1M High / 1M Low: |
2.750 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
