UBS Call 140 CVX 20.06.2025
/ CH1302940288
UBS Call 140 CVX 20.06.2025/ CH1302940288 /
| 7/10/2024 10:17:45 AM |
Chg.-0.080 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
-3.94% |
1.950
Bid Size: 10,000 |
2.040
Ask Size: 10,000 |
Chevron Corporation |
140.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UL9CQL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.20 |
| Time value: |
0.84 |
| Break-even: |
149.86 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
3.55% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
5.33 |
| Rho: |
0.84 |
Quote data
| Open: |
1.940 |
| High: |
1.950 |
| Low: |
1.930 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
-18.41% |
| 3 Months |
|
|
-30.36% |
| YTD |
|
|
-2.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
1.980 |
| 1M High / 1M Low: |
2.450 |
1.890 |
| 6M High / 6M Low: |
3.160 |
1.630 |
| High (YTD): |
4/29/2024 |
3.160 |
| Low (YTD): |
1/23/2024 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.46% |
| Volatility 6M: |
|
82.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
