UBS Call 158 CVX 17.01.2025
/ CH1304646156
UBS Call 158 CVX 17.01.2025/ CH1304646156 /
| 2024-08-05 7:32:21 PM |
Chg.-0.070 |
Bid9:34:37 PM |
Ask9:34:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-14.29% |
0.450
Bid Size: 20,000 |
0.520
Ask Size: 20,000 |
Chevron Corporation |
158.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL87CR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 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: |
23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
0.59 |
| Break-even: |
150.71 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
13.46% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
9.61 |
| Rho: |
0.23 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.380 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.50% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
-64.10% |
| YTD |
|
|
-61.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.490 |
| 1M High / 1M Low: |
1.230 |
0.490 |
| 6M High / 6M Low: |
1.700 |
0.490 |
| High (YTD): |
2024-04-29 |
1.700 |
| Low (YTD): |
2024-08-02 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.85% |
| Volatility 6M: |
|
153.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
