UBS Call 154 CVX 17.01.2025
/ CH1304636686
UBS Call 154 CVX 17.01.2025/ CH1304636686 /
| 2024-12-20 9:55:31 PM |
Chg.-0.016 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-30.77% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
154.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9MUV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 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: |
210.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-1.07 |
| Time value: |
0.07 |
| Break-even: |
148.32 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.03 |
| Spread %: |
75.68% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
30.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.057 |
| Low: |
0.029 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.77% |
| 1 Month |
|
|
-96.64% |
| 3 Months |
|
|
-90.53% |
| YTD |
|
|
-97.10% |
| 1 Year |
|
|
-97.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.209 |
0.036 |
| 1M High / 1M Low: |
1.130 |
0.036 |
| 6M High / 6M Low: |
1.400 |
0.036 |
| High (YTD): |
2024-04-29 |
1.920 |
| Low (YTD): |
2024-12-20 |
0.036 |
| 52W High: |
2024-04-29 |
1.920 |
| 52W Low: |
2024-12-20 |
0.036 |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.973 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
317.67% |
| Volatility 6M: |
|
250.83% |
| Volatility 1Y: |
|
195.58% |
| Volatility 3Y: |
|
- |
