UBS Call 150 CVX 20.09.2024
/ CH1280740643
UBS Call 150 CVX 20.09.2024/ CH1280740643 /
| 8/5/2024 9:56:01 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-26.32% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
7/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
0.45 |
| Break-even: |
141.98 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.07 |
| Spread %: |
18.42% |
| Delta: |
0.49 |
| Theta: |
-0.06 |
| Omega: |
14.96 |
| Rho: |
0.08 |
Quote data
| Open: |
0.249 |
| High: |
0.320 |
| Low: |
0.198 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.44% |
| 1 Month |
|
|
-61.11% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
-76.07% |
| 1 Year |
|
|
-86.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.380 |
| 1M High / 1M Low: |
1.290 |
0.380 |
| 6M High / 6M Low: |
1.860 |
0.380 |
| High (YTD): |
4/26/2024 |
1.860 |
| Low (YTD): |
8/2/2024 |
0.380 |
| 52W High: |
9/27/2023 |
2.980 |
| 52W Low: |
8/2/2024 |
0.380 |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.444 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
319.16% |
| Volatility 6M: |
|
182.96% |
| Volatility 1Y: |
|
155.55% |
| Volatility 3Y: |
|
- |
