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UBS Call 160 CVX 17.01.2025/  CH1304646164  /

UBS Investment Bank
11/15/2024  9:32:23 PM Chg.-0.030 Bid9:32:23 PM Ask9:32:23 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% 0.540
Bid Size: 20,000		 0.560
Ask Size: 20,000		 Chevron Corporation 160.00 USD 1/17/2025 Call
 

Master data

WKN: UL9FJ4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 26.49
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.17
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.17
Time value: 0.41
Break-even: 157.75
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.60
Theta: -0.04
Omega: 16.00
Rho: 0.15
 

Quote data

Open: 0.520
High: 0.610
Low: 0.500
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month  
+132.76%
3 Months  
+86.21%
YTD
  -46.53%
1 Year
  -42.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.290
1M High / 1M Low: 0.570 0.216
6M High / 6M Low: 1.250 0.116
High (YTD): 4/29/2024 1.570
Low (YTD): 9/6/2024 0.116
52W High: 4/29/2024 1.570
52W Low: 9/6/2024 0.116
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.531
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   302.66%
Volatility 6M:   255.48%
Volatility 1Y:   197.52%
Volatility 3Y:   -