UBS Call 145 CVX 17.01.2025
/ CH1304636637
UBS Call 145 CVX 17.01.2025/ CH1304636637 /
| 2024-06-28 7:34:38 PM |
Chg.+0.110 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+6.92% |
1.630
Bid Size: 10,000 |
1.690
Ask Size: 10,000 |
Chevron Corporation |
145.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9A0P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.07 |
| Time value: |
0.61 |
| Break-even: |
152.14 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
3.70% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.60 |
| Rho: |
0.52 |
Quote data
| Open: |
1.640 |
| High: |
1.720 |
| Low: |
1.640 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
-1.16% |
| 3 Months |
|
|
-13.71% |
| YTD |
|
|
+2.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.590 |
| 1M High / 1M Low: |
1.960 |
1.410 |
| 6M High / 6M Low: |
2.540 |
1.170 |
| High (YTD): |
2024-04-29 |
2.540 |
| Low (YTD): |
2024-01-23 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.89% |
| Volatility 6M: |
|
95.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
