UBS Call 144 CVX 17.01.2025
/ CH1304636629
UBS Call 144 CVX 17.01.2025/ CH1304636629 /
| 8/1/2024 1:15:22 PM |
Chg.-0.080 |
Bid1:15:22 PM |
Ask1:15:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-4.15% |
1.850
Bid Size: 10,000 |
1.890
Ask Size: 10,000 |
Chevron Corporation |
144.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9LS3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 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: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.52 |
| Time value: |
0.43 |
| Break-even: |
152.54 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
6.30 |
| Rho: |
0.48 |
Quote data
| Open: |
1.890 |
| High: |
1.950 |
| Low: |
1.840 |
| Previous Close: |
1.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.56% |
| 1 Month |
|
|
+10.12% |
| 3 Months |
|
|
-17.04% |
| YTD |
|
|
+8.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.640 |
| 1M High / 1M Low: |
2.060 |
1.410 |
| 6M High / 6M Low: |
2.590 |
1.410 |
| High (YTD): |
4/29/2024 |
2.590 |
| Low (YTD): |
1/23/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.54% |
| Volatility 6M: |
|
104.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
