UBS Call 144 CVX 20.06.2025
/ CH1302940304
UBS Call 144 CVX 20.06.2025/ CH1302940304 /
| 10/07/2024 21:55:50 |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+8.09% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
144.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9PWR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.83 |
| Time value: |
0.97 |
| Break-even: |
151.16 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
4.05% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
5.67 |
| Rho: |
0.79 |
Quote data
| Open: |
1.680 |
| High: |
1.870 |
| Low: |
1.680 |
| Previous Close: |
1.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-7.43% |
| 3 Months |
|
|
-27.24% |
| YTD |
|
|
+2.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.730 |
| 1M High / 1M Low: |
2.220 |
1.650 |
| 6M High / 6M Low: |
2.870 |
1.450 |
| High (YTD): |
29/04/2024 |
2.870 |
| Low (YTD): |
23/01/2024 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.11% |
| Volatility 6M: |
|
90.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
