UBS Call 144 CVX 20.12.2024
/ CH1302940254
UBS Call 144 CVX 20.12.2024/ CH1302940254 /
| 2024-07-09 9:55:51 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-3.60% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
144.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9LKE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.95 |
| Time value: |
0.58 |
| Break-even: |
148.26 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.14 |
| Spread %: |
10.07% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
6.90 |
| Rho: |
0.41 |
Quote data
| Open: |
1.310 |
| High: |
1.450 |
| Low: |
1.300 |
| Previous Close: |
1.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.28% |
| 1 Month |
|
|
-19.76% |
| 3 Months |
|
|
-39.09% |
| YTD |
|
|
-19.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.380 |
| 1M High / 1M Low: |
1.860 |
1.380 |
| 6M High / 6M Low: |
2.530 |
1.150 |
| High (YTD): |
2024-04-29 |
2.530 |
| Low (YTD): |
2024-01-23 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.65% |
| Volatility 6M: |
|
106.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
