UBS Call 144 CVX 20.06.2025
/ CH1302940304
UBS Call 144 CVX 20.06.2025/ CH1302940304 /
12/09/2024 10:55:47 |
Chg.+0.030 |
Bid10:55:47 |
Ask10:55:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+3.66% |
0.850 Bid Size: 10,000 |
0.890 Ask Size: 10,000 |
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: |
14.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-0.52 |
Time value: |
0.84 |
Break-even: |
139.19 |
Moneyness: |
0.96 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.44% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
7.57 |
Rho: |
0.42 |
Quote data
Open: |
0.840 |
High: |
0.860 |
Low: |
0.840 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.57% |
1 Month |
|
|
-29.17% |
3 Months |
|
|
-55.26% |
YTD |
|
|
-53.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.820 |
1M High / 1M Low: |
1.340 |
0.820 |
6M High / 6M Low: |
2.870 |
0.820 |
High (YTD): |
29/04/2024 |
2.870 |
Low (YTD): |
11/09/2024 |
0.820 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.965 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.40% |
Volatility 6M: |
|
106.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |