UBS Call 162 CVX 17.01.2025
/ CH1304646172
UBS Call 162 CVX 17.01.2025/ CH1304646172 /
9/10/2024 2:38:58 PM |
Chg.-0.017 |
Bid2:38:58 PM |
Ask2:38:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.137EUR |
-11.04% |
0.137 Bid Size: 10,000 |
0.174 Ask Size: 10,000 |
Chevron Corporation |
162.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
UL9EG1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
162.00 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: |
73.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-1.97 |
Time value: |
0.17 |
Break-even: |
148.52 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.02 |
Spread %: |
11.69% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
14.00 |
Rho: |
0.08 |
Quote data
Open: |
0.124 |
High: |
0.138 |
Low: |
0.116 |
Previous Close: |
0.154 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.76% |
1 Month |
|
|
-49.26% |
3 Months |
|
|
-82.66% |
YTD |
|
|
-85.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.092 |
1M High / 1M Low: |
0.300 |
0.092 |
6M High / 6M Low: |
1.460 |
0.092 |
High (YTD): |
4/29/2024 |
1.460 |
Low (YTD): |
9/6/2024 |
0.092 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.781 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
325.97% |
Volatility 6M: |
|
199.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |