UBS Call 145 CVX 17.01.2025
/ CH1304636637
UBS Call 145 CVX 17.01.2025/ CH1304636637 /
| 2024-12-20 9:56:54 PM |
Chg.-0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.221EUR |
-3.49% |
-
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: |
0.204 |
| High: |
0.244 |
| Low: |
0.194 |
| Previous Close: |
0.229 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.90% |
| 1 Month |
|
|
-87.92% |
| 3 Months |
|
|
-69.73% |
| YTD |
|
|
-86.69% |
| 1 Year |
|
|
-87.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.221 |
| 1M High / 1M Low: |
1.900 |
0.221 |
| 6M High / 6M Low: |
1.990 |
0.221 |
| High (YTD): |
2024-04-29 |
2.520 |
| Low (YTD): |
2024-12-20 |
0.221 |
| 52W High: |
2024-04-29 |
2.520 |
| 52W Low: |
2024-12-20 |
0.221 |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.456 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
231.98% |
| Volatility 6M: |
|
193.77% |
| Volatility 1Y: |
|
154.35% |
| Volatility 3Y: |
|
- |
