UBS Call 152 CVX 17.01.2025
/ CH1304636678
UBS Call 152 CVX 17.01.2025/ CH1304636678 /
| 18/10/2024 19:33:03 |
Chg.+0.020 |
Bid21:42:38 |
Ask21:42:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
152.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.07 |
| Time value: |
0.62 |
| Break-even: |
146.56 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
11.97 |
| Rho: |
0.17 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
+14.00% |
| 3 Months |
|
|
-59.86% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.500 |
| 1M High / 1M Low: |
0.750 |
0.330 |
| 6M High / 6M Low: |
2.070 |
0.260 |
| High (YTD): |
29/04/2024 |
2.070 |
| Low (YTD): |
10/09/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.002 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.99% |
| Volatility 6M: |
|
178.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
