UBS Call 145 CVX 17.01.2025
/ CH1304636637
UBS Call 145 CVX 17.01.2025/ CH1304636637 /
| 7/1/2024 8:24:31 AM |
Chg.-0.030 |
Bid9:17:50 AM |
Ask9:17:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-1.76% |
1.650
Bid Size: 2,000 |
1.750
Ask Size: 2,000 |
Chevron Corporation |
145.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
1.670 |
| High: |
1.670 |
| Low: |
1.670 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.24% |
| 1 Month |
|
|
-14.80% |
| 3 Months |
|
|
-15.23% |
| YTD |
|
|
+0.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.590 |
| 1M High / 1M Low: |
1.820 |
1.410 |
| 6M High / 6M Low: |
2.540 |
1.170 |
| High (YTD): |
4/29/2024 |
2.540 |
| Low (YTD): |
1/23/2024 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.794 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.68% |
| Volatility 6M: |
|
96.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
