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UBS Call 152 CVX 17.01.2025/  CH1304636678  /

Frankfurt Zert./UBS
11/15/2024  7:30:13 PM Chg.+0.040 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
1.060EUR +3.92% -
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: 14.33
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.89
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.89
Time value: 0.18
Break-even: 155.08
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.83
Theta: -0.03
Omega: 11.92
Rho: 0.20
 

Quote data

Open: 1.000
High: 1.110
Low: 1.000
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+43.24%
1 Month  
+92.73%
3 Months  
+100.00%
YTD
  -20.30%
1 Year
  -15.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.670
1M High / 1M Low: 1.060 0.460
6M High / 6M Low: 1.700 0.260
High (YTD): 4/29/2024 2.070
Low (YTD): 9/10/2024 0.260
52W High: 4/29/2024 2.070
52W Low: 9/10/2024 0.260
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   1.111
Avg. volume 1Y:   0.000
Volatility 1M:   234.07%
Volatility 6M:   199.27%
Volatility 1Y:   158.95%
Volatility 3Y:   -