UBS Call 148 CVX 20.12.2024
/ CH1280740650
UBS Call 148 CVX 20.12.2024/ CH1280740650 /
| 10/11/2024 9:54:47 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
148.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.47 |
| Break-even: |
143.14 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
11.19 |
| Rho: |
0.15 |
Quote data
| Open: |
0.690 |
| High: |
0.810 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
+105.41% |
| 3 Months |
|
|
-39.20% |
| YTD |
|
|
-47.95% |
| 1 Year |
|
|
-72.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.660 |
| 1M High / 1M Low: |
0.830 |
0.360 |
| 6M High / 6M Low: |
2.240 |
0.290 |
| High (YTD): |
4/29/2024 |
2.240 |
| Low (YTD): |
9/6/2024 |
0.290 |
| 52W High: |
10/19/2023 |
3.170 |
| 52W Low: |
9/6/2024 |
0.290 |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.357 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
235.07% |
| Volatility 6M: |
|
179.32% |
| Volatility 1Y: |
|
149.20% |
| Volatility 3Y: |
|
- |
