UBS Call 156 CVX 17.01.2025
/ CH1304646149
UBS Call 156 CVX 17.01.2025/ CH1304646149 /
| 09/07/2024 21:55:50 |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
156.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL87D3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 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: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.15 |
| Time value: |
0.94 |
| Break-even: |
153.44 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
18.99% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
8.37 |
| Rho: |
0.36 |
Quote data
| Open: |
0.710 |
| High: |
0.850 |
| Low: |
0.700 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-24.51% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-33.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.790 |
| 1M High / 1M Low: |
1.170 |
0.790 |
| 6M High / 6M Low: |
1.800 |
0.750 |
| High (YTD): |
29/04/2024 |
1.800 |
| Low (YTD): |
23/01/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.39% |
| Volatility 6M: |
|
125.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
