UBS Call 140 CVX 20.09.2024
/ CH1302933887
UBS Call 140 CVX 20.09.2024/ CH1302933887 /
| 2024-08-02 3:42:54 PM |
Chg.-0.89 |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-46.84% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL9E60 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
0.23 |
| Break-even: |
138.41 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
10.45 |
| Rho: |
0.13 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.94% |
| 1 Month |
|
|
-40.24% |
| 3 Months |
|
|
-53.02% |
| YTD |
|
|
-39.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.01 |
| 1M High / 1M Low: |
2.12 |
1.01 |
| 6M High / 6M Low: |
2.59 |
1.01 |
| High (YTD): |
2024-04-29 |
2.59 |
| Low (YTD): |
2024-08-02 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.53% |
| Volatility 6M: |
|
144.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
