UBS Call 158 CVX 17.01.2025
/ CH1304646156
UBS Call 158 CVX 17.01.2025/ CH1304646156 /
10/11/2024 9:50:03 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
158.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
11/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.60 |
Time value: |
0.44 |
Break-even: |
148.89 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.41 |
Theta: |
-0.04 |
Omega: |
12.82 |
Rho: |
0.14 |
Quote data
Open: |
0.380 |
High: |
0.450 |
Low: |
0.360 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
+108.96% |
3 Months |
|
|
-47.50% |
YTD |
|
|
-61.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.360 |
1M High / 1M Low: |
0.500 |
0.186 |
6M High / 6M Low: |
1.680 |
0.144 |
High (YTD): |
4/29/2024 |
1.680 |
Low (YTD): |
9/6/2024 |
0.144 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.772 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.14% |
Volatility 6M: |
|
210.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |