UBS Call 148 CVX 20.09.2024
/ CH1280740635
UBS Call 148 CVX 20.09.2024/ CH1280740635 /
| 7/9/2024 7:54:22 PM |
Chg.0.000 |
Bid7:54:22 PM |
Ask7:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
0.00% |
0.840
Bid Size: 20,000 |
0.910
Ask Size: 20,000 |
Chevron Corporation |
148.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UL345L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.58 |
| Time value: |
0.40 |
| Break-even: |
146.45 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
16.67% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
10.19 |
| Rho: |
0.18 |
Quote data
| Open: |
0.750 |
| High: |
0.900 |
| Low: |
0.740 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.50% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-50.88% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.840 |
| 1M High / 1M Low: |
1.320 |
0.840 |
| 6M High / 6M Low: |
2.000 |
0.790 |
| High (YTD): |
4/29/2024 |
2.000 |
| Low (YTD): |
1/23/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.91% |
| Volatility 6M: |
|
140.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
