UBS Call 148 CVX 17.01.2025
/ CH1304636652
UBS Call 148 CVX 17.01.2025/ CH1304636652 /
| 9/6/2024 9:54:43 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-21.28% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
148.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.64 |
| Time value: |
0.48 |
| Break-even: |
138.00 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
11.09 |
| Rho: |
0.18 |
Quote data
| Open: |
0.470 |
| High: |
0.510 |
| Low: |
0.350 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.32% |
| 1 Month |
|
|
-42.19% |
| 3 Months |
|
|
-74.48% |
| YTD |
|
|
-75.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.370 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
2.310 |
0.370 |
| High (YTD): |
4/29/2024 |
2.310 |
| Low (YTD): |
9/6/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.98% |
| Volatility 6M: |
|
130.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
