UBS Call 146 CVX 20.12.2024
/ CH1302940270
UBS Call 146 CVX 20.12.2024/ CH1302940270 /
| 11/10/2024 19:27:28 |
Chg.+0.030 |
Bid21:54:57 |
Ask21:54:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
146.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL9DU0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.46 |
| Break-even: |
142.33 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
10.23 |
| Rho: |
0.16 |
Quote data
| Open: |
0.800 |
| High: |
0.900 |
| Low: |
0.780 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.10% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
-34.78% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.760 |
| 1M High / 1M Low: |
0.970 |
0.400 |
| 6M High / 6M Low: |
2.400 |
0.350 |
| High (YTD): |
29/04/2024 |
2.400 |
| Low (YTD): |
11/09/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.48% |
| Volatility 6M: |
|
168.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
