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: |
|
- |
