UBS Call 142 CVX 20.12.2024
/ CH1302933945
UBS Call 142 CVX 20.12.2024/ CH1302933945 /
| 10/07/2024 19:29:56 |
Chg.-0.010 |
Bid20:53:32 |
Ask20:53:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-0.65% |
1.540
Bid Size: 20,000 |
1.610
Ask Size: 20,000 |
Chevron Corporation |
142.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL9F8R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.02 |
| Time value: |
0.52 |
| Break-even: |
146.71 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
4.76% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.96 |
| Rho: |
0.41 |
Quote data
| Open: |
1.430 |
| High: |
1.560 |
| Low: |
1.430 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.14% |
| 1 Month |
|
|
-21.24% |
| 3 Months |
|
|
-35.87% |
| YTD |
|
|
-14.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.480 |
| 1M High / 1M Low: |
1.960 |
1.480 |
| 6M High / 6M Low: |
2.700 |
1.250 |
| High (YTD): |
29/04/2024 |
2.700 |
| Low (YTD): |
23/01/2024 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.41% |
| Volatility 6M: |
|
95.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
