UBS Call 145 CVX 20.09.2024
/ CH1302933911
UBS Call 145 CVX 20.09.2024/ CH1302933911 /
| 28/06/2024 18:56:11 |
Chg.+0.120 |
Bid18:56:11 |
Ask18:56:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+9.38% |
1.400
Bid Size: 10,000 |
1.460
Ask Size: 10,000 |
Chevron Corporation |
145.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
UL898V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.06 |
| Time value: |
0.28 |
| Break-even: |
148.82 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.69% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
8.78 |
| Rho: |
0.24 |
Quote data
| Open: |
1.310 |
| High: |
1.480 |
| Low: |
1.290 |
| Previous Close: |
1.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.24% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-16.17% |
| YTD |
|
|
-1.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.270 |
| 1M High / 1M Low: |
1.870 |
1.080 |
| 6M High / 6M Low: |
2.230 |
0.910 |
| High (YTD): |
29/04/2024 |
2.230 |
| Low (YTD): |
23/01/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.69% |
| Volatility 6M: |
|
129.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
