UBS Call 140 CVX 17.01.2025
/ CH1304636603
UBS Call 140 CVX 17.01.2025/ CH1304636603 /
| 06/08/2024 18:37:40 |
Chg.-0.110 |
Bid18:37:40 |
Ask18:37:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-9.40% |
1.060
Bid Size: 20,000 |
1.130
Ask Size: 20,000 |
Chevron Corporation |
140.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9M3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.81 |
| Break-even: |
140.25 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
5.98% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
6.86 |
| Rho: |
0.33 |
Quote data
| Open: |
1.230 |
| High: |
1.270 |
| Low: |
1.040 |
| Previous Close: |
1.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.93% |
| 1 Month |
|
|
-38.37% |
| 3 Months |
|
|
-57.26% |
| YTD |
|
|
-45.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.170 |
| 1M High / 1M Low: |
2.360 |
1.170 |
| 6M High / 6M Low: |
2.880 |
1.170 |
| High (YTD): |
29/04/2024 |
2.880 |
| Low (YTD): |
05/08/2024 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.29% |
| Volatility 6M: |
|
106.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
