UBS Call 148 CVX 17.01.2025
/ CH1304636652
UBS Call 148 CVX 17.01.2025/ CH1304636652 /
| 2024-08-06 9:51:36 AM |
Chg.+0.010 |
Bid9:51:36 AM |
Ask9:51:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.800
Bid Size: 5,000 |
0.900
Ask Size: 5,000 |
Chevron Corporation |
148.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.05 |
| Time value: |
0.94 |
| Break-even: |
145.54 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
7.61% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
8.00 |
| Rho: |
0.31 |
Quote data
| Open: |
0.850 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-33.88% |
| 3 Months |
|
|
-58.55% |
| YTD |
|
|
-47.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
0.790 |
| 1M High / 1M Low: |
1.780 |
0.790 |
| 6M High / 6M Low: |
2.310 |
0.790 |
| High (YTD): |
2024-04-29 |
2.310 |
| Low (YTD): |
2024-08-05 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.85% |
| Volatility 6M: |
|
123.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
