UBS Call 145 CVX 20.09.2024
/ CH1302933911
UBS Call 145 CVX 20.09.2024/ CH1302933911 /
| 8/2/2024 12:22:02 PM |
Chg.-0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-21.74% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
0.23 |
| Break-even: |
143.83 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
11.50 |
| Rho: |
0.13 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.720 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-44.62% |
| 3 Months |
|
|
-59.55% |
| YTD |
|
|
-49.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.920 |
| 1M High / 1M Low: |
1.700 |
0.920 |
| 6M High / 6M Low: |
2.230 |
0.920 |
| High (YTD): |
4/29/2024 |
2.230 |
| Low (YTD): |
1/23/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.34% |
| Volatility 6M: |
|
149.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
