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UBS Call 144 CVX 17.01.2025/  CH1304636629  /

EUWAX
2024-12-20  8:54:40 AM Chg.-0.125 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.235EUR -34.72% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 144.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-11-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.11
Time value: 0.28
Break-even: 140.88
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.47
Theta: -0.06
Omega: 23.03
Rho: 0.05
 

Quote data

Open: 0.235
High: 0.235
Low: 0.235
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.74%
1 Month
  -87.30%
3 Months
  -68.24%
YTD
  -86.26%
1 Year
  -87.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.235
1M High / 1M Low: 1.940 0.235
6M High / 6M Low: 2.040 0.235
High (YTD): 2024-04-29 2.550
Low (YTD): 2024-12-20 0.235
52W High: 2024-04-29 2.550
52W Low: 2024-12-20 0.235
Avg. price 1W:   0.599
Avg. volume 1W:   0.000
Avg. price 1M:   1.388
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   1.503
Avg. volume 1Y:   0.000
Volatility 1M:   235.42%
Volatility 6M:   193.65%
Volatility 1Y:   151.65%
Volatility 3Y:   -