UBS Call 146 CVX 20.12.2024
/ CH1302940270
UBS Call 146 CVX 20.12.2024/ CH1302940270 /
| 7/9/2024 7:37:52 PM |
Chg.+0.010 |
Bid7:37:52 PM |
Ask7:37:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+0.79% |
1.270
Bid Size: 20,000 |
1.340
Ask Size: 20,000 |
Chevron Corporation |
146.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.77 |
| Time value: |
0.63 |
| Break-even: |
148.80 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
11.11% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
7.24 |
| Rho: |
0.39 |
Quote data
| Open: |
1.180 |
| High: |
1.320 |
| Low: |
1.170 |
| Previous Close: |
1.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.77% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
-38.65% |
| YTD |
|
|
-18.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.260 |
| 1M High / 1M Low: |
1.720 |
1.260 |
| 6M High / 6M Low: |
2.380 |
1.070 |
| High (YTD): |
4/29/2024 |
2.380 |
| Low (YTD): |
1/23/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.11% |
| Volatility 6M: |
|
110.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
