UBS Call 142 CVX 17.01.2025
/ CH1304636611
UBS Call 142 CVX 17.01.2025/ CH1304636611 /
| 2024-10-11 9:54:35 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
142.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.86 |
| Time value: |
0.38 |
| Break-even: |
142.26 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
8.35 |
| Rho: |
0.24 |
Quote data
| Open: |
1.150 |
| High: |
1.280 |
| Low: |
1.110 |
| Previous Close: |
1.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.83% |
| 1 Month |
|
|
+76.81% |
| 3 Months |
|
|
-28.66% |
| YTD |
|
|
-32.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.100 |
| 1M High / 1M Low: |
1.280 |
0.680 |
| 6M High / 6M Low: |
2.730 |
0.580 |
| High (YTD): |
2024-04-29 |
2.730 |
| Low (YTD): |
2024-09-11 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.94% |
| Volatility 6M: |
|
140.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
