UBS Call 145 CVX 20.12.2024
/ CH1302940262
UBS Call 145 CVX 20.12.2024/ CH1302940262 /
| 2024-07-10 9:55:50 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+11.72% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9FZU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.61 |
| Break-even: |
147.58 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
5.47% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
7.45 |
| Rho: |
0.39 |
Quote data
| Open: |
1.230 |
| High: |
1.430 |
| Low: |
1.220 |
| Previous Close: |
1.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.30% |
| 1 Month |
|
|
-13.86% |
| 3 Months |
|
|
-35.59% |
| YTD |
|
|
-11.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.280 |
| 1M High / 1M Low: |
1.790 |
1.280 |
| 6M High / 6M Low: |
2.450 |
1.110 |
| High (YTD): |
2024-04-29 |
2.450 |
| Low (YTD): |
2024-01-23 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.86% |
| Volatility 6M: |
|
107.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
