UBS Call 144 CVX 20.09.2024
/ CH1302933903
UBS Call 144 CVX 20.09.2024/ CH1302933903 /
| 2024-08-05 4:56:49 PM |
Chg.-0.63 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.43EUR |
-59.43% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
144.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL88WV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.34 |
| Break-even: |
139.58 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
10.14% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
11.99 |
| Rho: |
0.11 |
Quote data
| Open: |
0.43 |
| High: |
0.43 |
| Low: |
0.43 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.14% |
| 1 Month |
|
|
-65.60% |
| 3 Months |
|
|
-76.63% |
| YTD |
|
|
-70.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.06 |
| 1M High / 1M Low: |
1.77 |
0.99 |
| 6M High / 6M Low: |
2.27 |
0.99 |
| High (YTD): |
2024-04-29 |
2.27 |
| Low (YTD): |
2024-01-23 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.61% |
| Volatility 6M: |
|
154.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
