OverviewChartNewsTraderScreen

UBS Call 145 CVX 17.01.2025/  CH1304636637  /

Frankfurt Zert./UBS
2024-12-20  7:36:39 PM Chg.-0.015 Bid9:56:54 PM Ask9:56:54 PM Underlying Strike price Expiration date Option type
0.231EUR -6.10% -
Bid Size: -		 -
Ask Size: -		 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: 57.31
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.21
Time value: 0.24
Break-even: 141.43
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 8.14%
Delta: 0.42
Theta: -0.06
Omega: 24.29
Rho: 0.04
 

Quote data

Open: 0.201
High: 0.236
Low: 0.197
Previous Close: 0.246
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -78.00%
1 Month
  -86.95%
3 Months
  -68.36%
YTD
  -86.08%
1 Year
  -87.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.231
1M High / 1M Low: 1.890 0.231
6M High / 6M Low: 2.060 0.231
High (YTD): 2024-04-29 2.540
Low (YTD): 2024-12-20 0.231
52W High: 2024-04-29 2.540
52W Low: 2024-12-20 0.231
Avg. price 1W:   0.421
Avg. volume 1W:   0.000
Avg. price 1M:   1.279
Avg. volume 1M:   0.000
Avg. price 6M:   1.137
Avg. volume 6M:   0.000
Avg. price 1Y:   1.459
Avg. volume 1Y:   0.000
Volatility 1M:   230.01%
Volatility 6M:   193.65%
Volatility 1Y:   151.85%
Volatility 3Y:   -