UBS Call 144 CVX 20.06.2025
/ CH1302940304
UBS Call 144 CVX 20.06.2025/ CH1302940304 /
| 06/08/2024 21:56:20 |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-9.45% |
-
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: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
1.27 |
| Break-even: |
144.80 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
4.72% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
6.05 |
| Rho: |
0.59 |
Quote data
| Open: |
1.330 |
| High: |
1.360 |
| Low: |
1.120 |
| Previous Close: |
1.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.76% |
| 1 Month |
|
|
-35.39% |
| 3 Months |
|
|
-53.63% |
| YTD |
|
|
-36.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.270 |
| 1M High / 1M Low: |
2.340 |
1.270 |
| 6M High / 6M Low: |
2.870 |
1.270 |
| High (YTD): |
29/04/2024 |
2.870 |
| Low (YTD): |
05/08/2024 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.85% |
| Volatility 6M: |
|
100.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
