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UBS Call 156 CVX 17.01.2025/  CH1304646149  /

EUWAX
15/11/2024  08:57:10 Chg.+0.120 Bid22:00:23 Ask22:00:23 Underlying Strike price Expiration date Option type
0.730EUR +19.67% -
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: 19.17
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.51
Implied volatility: 0.18
Historic volatility: 0.17
Parity: 0.51
Time value: 0.29
Break-even: 156.18
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.72
Theta: -0.04
Omega: 13.72
Rho: 0.17
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.38%
1 Month  
+108.57%
3 Months  
+73.81%
YTD
  -36.52%
1 Year
  -33.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.440
1M High / 1M Low: 0.730 0.300
6M High / 6M Low: 1.440 0.184
High (YTD): 29/04/2024 1.760
Low (YTD): 11/09/2024 0.184
52W High: 29/04/2024 1.760
52W Low: 11/09/2024 0.184
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.650
Avg. volume 6M:   0.000
Avg. price 1Y:   0.913
Avg. volume 1Y:   0.000
Volatility 1M:   283.05%
Volatility 6M:   234.52%
Volatility 1Y:   183.31%
Volatility 3Y:   -