UBS Call 152 CVX 17.01.2025
/ CH1304636678
UBS Call 152 CVX 17.01.2025/ CH1304636678 /
| 2024-06-28 7:38:28 PM |
Chg.+0.090 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+7.69% |
1.200
Bid Size: 10,000 |
1.260
Ask Size: 10,000 |
Chevron Corporation |
152.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.41 |
| Time value: |
0.85 |
| Break-even: |
154.47 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.00% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
7.58 |
| Rho: |
0.46 |
Quote data
| Open: |
1.210 |
| High: |
1.260 |
| Low: |
1.210 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.08% |
| 3 Months |
|
|
-18.71% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.170 |
| 1M High / 1M Low: |
1.510 |
1.020 |
| 6M High / 6M Low: |
2.070 |
0.890 |
| High (YTD): |
2024-04-29 |
2.070 |
| Low (YTD): |
2024-01-23 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.18% |
| Volatility 6M: |
|
107.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
