UBS Call 152 CVX 17.01.2025
/ CH1304636678
UBS Call 152 CVX 17.01.2025/ CH1304636678 /
| 10/11/2024 7:36:19 PM |
Chg.+0.040 |
Bid9:52:49 PM |
Ask9:52:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+6.15% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
152.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9CXY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.05 |
| Time value: |
0.68 |
| Break-even: |
145.80 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
10.99 |
| Rho: |
0.18 |
Quote data
| Open: |
0.610 |
| High: |
0.690 |
| Low: |
0.590 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+102.94% |
| 3 Months |
|
|
-37.27% |
| YTD |
|
|
-48.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.570 |
| 1M High / 1M Low: |
0.750 |
0.330 |
| 6M High / 6M Low: |
2.070 |
0.260 |
| High (YTD): |
4/29/2024 |
2.070 |
| Low (YTD): |
9/10/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.38% |
| Volatility 6M: |
|
178.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
