UBS Call 155 CVX 17.01.2025
/ CH1304646131
UBS Call 155 CVX 17.01.2025/ CH1304646131 /
| 2024-08-05 9:34:37 PM |
Chg.-0.090 |
Bid9:34:37 PM |
Ask9:34:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-14.29% |
0.540
Bid Size: 20,000 |
0.610
Ask Size: 20,000 |
Chevron Corporation |
155.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9DCM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
19.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.59 |
| Time value: |
0.70 |
| Break-even: |
149.06 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
11.11% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
9.05 |
| Rho: |
0.25 |
Quote data
| Open: |
0.500 |
| High: |
0.570 |
| Low: |
0.440 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.00% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-61.15% |
| YTD |
|
|
-55.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.630 |
| 1M High / 1M Low: |
1.340 |
0.630 |
| 6M High / 6M Low: |
1.860 |
0.630 |
| High (YTD): |
2024-04-29 |
1.860 |
| Low (YTD): |
2024-08-02 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.35% |
| Volatility 6M: |
|
141.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
