UBS Call 142 CVX 17.01.2025
/ CH1304636611
UBS Call 142 CVX 17.01.2025/ CH1304636611 /
| 7/1/2024 5:15:03 PM |
Chg.-0.020 |
Bid5:15:03 PM |
Ask5:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
-1.09% |
1.810
Bid Size: 10,000 |
1.870
Ask Size: 10,000 |
Chevron Corporation |
142.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9KP0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
0.55 |
| Break-even: |
151.18 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.28% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
6.13 |
| Rho: |
0.53 |
Quote data
| Open: |
1.870 |
| High: |
1.980 |
| Low: |
1.780 |
| Previous Close: |
1.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.14% |
| 1 Month |
|
|
-22.65% |
| 3 Months |
|
|
-16.20% |
| YTD |
|
|
-0.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.800 |
| 1M High / 1M Low: |
2.060 |
1.590 |
| 6M High / 6M Low: |
2.730 |
1.290 |
| High (YTD): |
4/29/2024 |
2.730 |
| Low (YTD): |
1/23/2024 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.978 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.45% |
| Volatility 6M: |
|
98.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
