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UBS Call 152 CVX 17.01.2025/  CH1304636678  /

EUWAX
20/12/2024  08:54:41 Chg.-0.029 Bid22:00:20 Ask22:00:20 Underlying Strike price Expiration date Option type
0.050EUR -36.71% -
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: 148.89
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.88
Time value: 0.09
Break-even: 146.67
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.52
Spread abs.: 0.02
Spread %: 24.32%
Delta: 0.19
Theta: -0.05
Omega: 28.36
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.07%
1 Month
  -95.76%
3 Months
  -87.80%
YTD
  -96.21%
1 Year
  -96.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.050
1M High / 1M Low: 1.250 0.050
6M High / 6M Low: 1.500 0.050
High (YTD): 29/04/2024 2.000
Low (YTD): 20/12/2024 0.050
52W High: 29/04/2024 2.000
52W Low: 20/12/2024 0.050
Avg. price 1W:   0.213
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.741
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   0.000
Volatility 1M:   316.38%
Volatility 6M:   246.65%
Volatility 1Y:   189.97%
Volatility 3Y:   -