UBS Call 146 CVX 17.01.2025
/ CH1304636645
UBS Call 146 CVX 17.01.2025/ CH1304636645 /
| 28/06/2024 20:34:25 |
Chg.+0.020 |
Bid20:34:25 |
Ask20:34:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+1.29% |
1.570
Bid Size: 10,000 |
1.630
Ask Size: 10,000 |
Chevron Corporation |
146.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9B44 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.65 |
| Break-even: |
152.45 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
3.87% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
6.74 |
| Rho: |
0.51 |
Quote data
| Open: |
1.560 |
| High: |
1.720 |
| Low: |
1.550 |
| Previous Close: |
1.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.95% |
| 1 Month |
|
|
-14.67% |
| 3 Months |
|
|
-17.37% |
| YTD |
|
|
-2.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.530 |
| 1M High / 1M Low: |
2.050 |
1.340 |
| 6M High / 6M Low: |
2.450 |
1.120 |
| High (YTD): |
29/04/2024 |
2.450 |
| Low (YTD): |
23/01/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.29% |
| Volatility 6M: |
|
104.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
