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UBS Call 148 CVX 20.12.2024/  CH1280740650  /

Frankfurt Zert./UBS
2024-08-02  7:28:04 PM Chg.-0.290 Bid9:56:50 PM Ask9:56:50 PM Underlying Strike price Expiration date Option type
0.790EUR -26.85% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 148.00 USD 2024-12-20 Call
 

Master data

WKN: UL4L5J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 148.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.80
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.05
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.05
Time value: 0.87
Break-even: 144.84
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 8.24%
Delta: 0.58
Theta: -0.04
Omega: 8.52
Rho: 0.26
 

Quote data

Open: 1.080
High: 1.130
Low: 0.790
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.52%
1 Month
  -40.60%
3 Months
  -52.12%
YTD
  -45.89%
1 Year
  -68.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 0.790
1M High / 1M Low: 1.800 0.790
6M High / 6M Low: 2.260 0.790
High (YTD): 2024-04-29 2.260
Low (YTD): 2024-08-02 0.790
52W High: 2023-09-27 3.250
52W Low: 2024-08-02 0.790
Avg. price 1W:   1.220
Avg. volume 1W:   0.000
Avg. price 1M:   1.315
Avg. volume 1M:   0.000
Avg. price 6M:   1.569
Avg. volume 6M:   0.000
Avg. price 1Y:   1.795
Avg. volume 1Y:   0.000
Volatility 1M:   233.60%
Volatility 6M:   132.97%
Volatility 1Y:   120.42%
Volatility 3Y:   -