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UBS Call 150 CVX 20.09.2024/  CH1280740643  /

Frankfurt Zert./UBS
2024-08-02  7:41:03 PM Chg.-0.250 Bid9:56:45 PM Ask9:56:45 PM Underlying Strike price Expiration date Option type
0.360EUR -40.98% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 150.00 USD 2024-09-20 Call
 

Master data

WKN: UL4KTJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.25
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.13
Time value: 0.45
Break-even: 141.98
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 18.42%
Delta: 0.50
Theta: -0.06
Omega: 14.99
Rho: 0.08
 

Quote data

Open: 0.600
High: 0.670
Low: 0.340
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.71%
1 Month
  -60.44%
3 Months
  -71.20%
YTD
  -68.97%
1 Year
  -84.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.360
1M High / 1M Low: 1.390 0.360
6M High / 6M Low: 1.880 0.360
High (YTD): 2024-04-29 1.880
Low (YTD): 2024-08-02 0.360
52W High: 2023-09-27 2.920
52W Low: 2024-08-02 0.360
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.880
Avg. volume 1M:   0.000
Avg. price 6M:   1.184
Avg. volume 6M:   0.000
Avg. price 1Y:   1.452
Avg. volume 1Y:   0.000
Volatility 1M:   346.24%
Volatility 6M:   185.59%
Volatility 1Y:   157.22%
Volatility 3Y:   -