UBS Call 145 CVX 20.12.2024
/ CH1302940262
UBS Call 145 CVX 20.12.2024/ CH1302940262 /
| 8/6/2024 2:03:53 PM |
Chg.+0.060 |
Bid2:03:53 PM |
Ask2:03:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+6.98% |
0.920
Bid Size: 10,000 |
1.010
Ask Size: 10,000 |
Chevron Corporation |
145.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.03 |
| Time value: |
0.93 |
| Break-even: |
141.71 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
8.14% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
7.95 |
| Rho: |
0.24 |
Quote data
| Open: |
0.910 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.13% |
| 1 Month |
|
|
-30.30% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
0.860 |
| 1M High / 1M Low: |
1.930 |
0.860 |
| 6M High / 6M Low: |
2.450 |
0.860 |
| High (YTD): |
4/29/2024 |
2.450 |
| Low (YTD): |
8/5/2024 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.34% |
| Volatility 6M: |
|
122.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
