UBS Call 148 CVX 17.01.2025
/ CH1304636652
UBS Call 148 CVX 17.01.2025/ CH1304636652 /
| 31/07/2024 19:39:16 |
Chg.+0.030 |
Bid19:39:16 |
Ask19:39:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+1.88% |
1.630
Bid Size: 20,000 |
1.650
Ask Size: 20,000 |
Chevron Corporation |
148.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9ARS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 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: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.07 |
| Time value: |
0.55 |
| Break-even: |
153.04 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.25% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.93 |
| Rho: |
0.45 |
Quote data
| Open: |
1.650 |
| High: |
1.720 |
| Low: |
1.610 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.38% |
| 1 Month |
|
|
+13.99% |
| 3 Months |
|
|
-16.84% |
| YTD |
|
|
+7.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.300 |
| 1M High / 1M Low: |
1.780 |
1.170 |
| 6M High / 6M Low: |
2.310 |
1.170 |
| High (YTD): |
29/04/2024 |
2.310 |
| Low (YTD): |
23/01/2024 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.89% |
| Volatility 6M: |
|
113.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
