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UBS Call 165 CVX 17.01.2025/  CH1304646198  /

Frankfurt Zert./UBS
11/15/2024  7:33:17 PM Chg.+0.010 Bid9:56:45 PM Ask9:56:45 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 165.00 USD 1/17/2025 Call
 

Master data

WKN: UL89J9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 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: 42.59
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.34
Time value: 0.36
Break-even: 160.33
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.43
Theta: -0.04
Omega: 18.31
Rho: 0.11
 

Quote data

Open: 0.300
High: 0.370
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+61.14%
1 Month  
+115.19%
3 Months  
+73.47%
YTD
  -59.52%
1 Year
  -50.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.174
1M High / 1M Low: 0.340 0.137
6M High / 6M Low: 0.990 0.078
High (YTD): 4/29/2024 1.330
Low (YTD): 9/6/2024 0.078
52W High: 4/29/2024 1.330
52W Low: 9/6/2024 0.078
Avg. price 1W:   0.263
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   313.15%
Volatility 6M:   277.83%
Volatility 1Y:   215.37%
Volatility 3Y:   -